# EDGAR Filing Document

**Accession Number:** 0001314414
**File Stem:** 0001752724-25-131810
**Filing Date:** 2025-6
**Character Count:** 555721
**Document Hash:** fd98704ebab899e31b638047ebe58e1f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-131810.hdr.sgml**: 20250604

**ACCESSION NUMBER**: 0001752724-25-131810

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250604

**DATE AS OF CHANGE**: 20250604

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Northern Lights Fund Trust
- **CENTRAL INDEX KEY:** 0001314414

**ORGANIZATION NAME:**
- **EIN:** 043023766
- **FISCAL YEAR END:** 0430

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21720
- **FILM NUMBER:** 251022466

**BUSINESS ADDRESS:**
- **STREET 1:** 225 PICTORIA DRIVE
- **STREET 2:** SUITE 450
- **CITY:** CINCINNATI
- **STATE:** OH
- **ZIP:** 45246
- **BUSINESS PHONE:** 631-470-2600

**MAIL ADDRESS:**
- **STREET 1:** 17605 WRIGHT STREET
- **STREET 2:** SUITE 200
- **CITY:** OMAHA
- **STATE:** NE
- **ZIP:** 68130

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Strategy Shares
- **DATE OF NAME CHANGE:** 20160223

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Mutual Fund & Variable Insurance Trust
- **DATE OF NAME CHANGE:** 20160223

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Northern Lights Fund Trust
- **DATE OF NAME CHANGE:** 20050121

## Series and Classes Contracts Data

### Navigator Tactical Investment Grade Bond Fund (Series ID: S000070871)

| Class ID   | Class Name                                            | Ticker Symbol   |
|:---|:---|:---|
| C000225122 | Navigator Tactical Investment Grade Bond Fund Class I | NTIIX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Northern Lights Fund Trust

- **b. Investment Company Act file number:** 811-21720

- **c. CIK number of Registrant:** 0001314414

- **d. LEI of Registrant:** 549300BSYF57GRCG4861

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

  - **Street Address 1:** 225 PICTORIA DRIVE

  - **City:** CINCINNATI

  - **State:** OH

  - **Foreign country:** US

  - **Zip / Postal Code:** 45246

  - **Telephone number:** 631-470-2600

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

- **a. Name of Series:** Navigator Tactical Investment Grade Bond Fund

- **b. EDGAR series identifier (if any):** S000070871

- **c. LEI of Series:** 549300EEXJEDBHS2VU06

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

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-04-30

**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:** $1235736045.41

**Total Liabilities:** $1077955.81

**Net Assets:** $1234658089.60

**Cash Not Reported:** $9528121.54

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 78.38688300 | **1-Year:** 16484.21485200 | **5-Year:** 174604.70269900 | **10-Year:** 283050.94646400 | **30-Year:** 329273.26046600

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 10325.97705500 | **10-Year:** 296.52305000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000225122 | 0.33%                | -0.45%               | -2.79%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-10124.16               | $879099.09                                 |
| Month 2  | $-981.93                 | $-9172483.46                               |
| Month 3  | $-40280720.16            | $4719381.34                                |

### Schedule of Portfolio Investments

| Name                                                                                 | Title                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   | Fair Value Level   | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| AES Corp.                                                                            | AES 5.8 03/15/32                | CUSIP: 00130HCM5<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    700000 | PA      | $697846.67    | 0.06%             | 2032-03-15      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| AT&T Inc                                                                             | T 2 3/4 06/01/31                | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2597518.57   | 0.21%             | 2031-06-01      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| AT&T Inc                                                                             | T 3 1/2 09/15/53                | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2013670.32   | 0.16%             | 2053-09-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| AT&T Inc                                                                             | T 3.55 09/15/55                 | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2006502.87   | 0.16%             | 2055-09-15      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| AT&T Inc                                                                             | T 3.65 09/15/59                 | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $1987133.31   | 0.16%             | 2059-09-15      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| AT&T Inc                                                                             | T 2.55 12/01/33                 | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2308605.26   | 0.19%             | 2033-12-01      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| AT&T Inc                                                                             | T 3.8 12/01/57                  | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $1794795.96   | 0.15%             | 2057-12-01      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| AT&T Inc                                                                             | T 5.4 02/15/34                  | CUSIP: 00206RMT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1938095.21   | 0.16%             | 2034-02-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Aptiv PLC / Aptiv Corp                                                               | APTV 4.15 05/01/52              | CUSIP: 00217GAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    800000 | PA      | $547366.55    | 0.04%             | 2052-05-01      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| Abbott Laboratories                                                                  | ABT 4 3/4 11/30/36              | CUSIP: 002824BG4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    600000 | PA      | $592013.90    | 0.05%             | 2036-11-30      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Abbott Laboratories                                                                  | ABT 4.9 11/30/46                | CUSIP: 002824BH2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1028722.78   | 0.08%             | 2046-11-30      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| AbbVie Inc.                                                                          | ABBV 4.4 11/06/42               | CUSIP: 00287YAM1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $871129.85    | 0.07%             | 2042-11-06      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| AbbVie Inc.                                                                          | ABBV 4 1/2 05/14/35             | CUSIP: 00287YAR0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    800000 | PA      | $765786.03    | 0.06%             | 2035-05-14      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| AbbVie Inc.                                                                          | ABBV 4.7 05/14/45               | CUSIP: 00287YAS8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $974193.70    | 0.08%             | 2045-05-14      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| AbbVie Inc.                                                                          | ABBV 4.45 05/14/46              | CUSIP: 00287YAW9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    900000 | PA      | $767757.83    | 0.06%             | 2046-05-14      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| AbbVie Inc.                                                                          | ABBV 4 7/8 11/14/48             | CUSIP: 00287YBD0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    700000 | PA      | $630397.82    | 0.05%             | 2048-11-14      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| AbbVie Inc.                                                                          | ABBV 3.2 11/21/29               | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1618515.53   | 0.13%             | 2029-11-21      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| AbbVie Inc.                                                                          | ABBV 4.05 11/21/39              | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1038327.35   | 0.08%             | 2039-11-21      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| AbbVie Inc.                                                                          | ABBV 4.55 03/15/35              | CUSIP: 00287YCY3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    600000 | PA      | $577418.27    | 0.05%             | 2035-03-15      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| AbbVie Inc.                                                                          | ABBV 4.85 06/15/44              | CUSIP: 00287YDA4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    600000 | PA      | $545919.54    | 0.04%             | 2044-06-15      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| AbbVie Inc.                                                                          | ABBV 4.95 03/15/31              | CUSIP: 00287YDT3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    400000 | PA      | $408813.15    | 0.03%             | 2031-03-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| AbbVie Inc.                                                                          | ABBV 5.05 03/15/34              | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    800000 | PA      | $805835.07    | 0.07%             | 2034-03-15      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| AbbVie Inc.                                                                          | ABBV 5.4 03/15/54               | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1057226.48   | 0.09%             | 2054-03-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| AbbVie Inc.                                                                          | ABBV 5 1/2 03/15/64             | CUSIP: 00287YDX4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    600000 | PA      | $576247.41    | 0.05%             | 2064-03-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| AbbVie Inc.                                                                          | ABBV 4 7/8 03/15/30             | CUSIP: 00287YDZ9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    500000 | PA      | $510493.56    | 0.04%             | 2030-03-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| AbbVie Inc.                                                                          | ABBV 5.2 03/15/35               | CUSIP: 00287YEA3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    600000 | PA      | $607531.51    | 0.05%             | 2035-03-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Chubb INA Holdings Inc                                                               | CB 4.35 11/03/45                | CUSIP: 00440EAW7<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    900000 | PA      | $764674.49    | 0.06%             | 2045-11-03      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| Accenture Capital Inc.                                                               | ACN 4 1/2 10/04/34              | CUSIP: 00440KAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $675047.13    | 0.05%             | 2034-10-04      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Adobe Inc                                                                            | ADBE 2.3 02/01/30               | CUSIP: 00724PAD1<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    900000 | PA      | $827291.87    | 0.07%             | 2030-02-01      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                            | AER 3 10/29/28                  | CUSIP: 00774MAW5<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    900000 | PA      | $849385.04    | 0.07%             | 2028-10-29      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                            | AER 3.3 01/30/32                | CUSIP: 00774MAX3<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |   1400000 | PA      | $1235416.29   | 0.10%             | 2032-01-30      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                            | AER 5 3/4 06/06/28              | CUSIP: 00774MBC8<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $205839.22    | 0.02%             | 2028-06-06      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                            | AER 6.15 09/30/30               | CUSIP: 00774MBE4<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    600000 | PA      | $632908.79    | 0.05%             | 2030-09-30      | Fixed         | 6.15%                 | No            | 2                  | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                            | AER 4.95 09/10/34               | CUSIP: 00774MBM6<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    900000 | PA      | $861276.44    | 0.07%             | 2034-09-10      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Agilent Technologies Inc.                                                            | A 2.3 03/12/31                  | CUSIP: 00846UAN1<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    700000 | PA      | $610874.34    | 0.05%             | 2031-03-12      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| Air Lease Corporation                                                                | AL 2 7/8 01/15/32               | CUSIP: 00914AAS1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    900000 | PA      | $781181.91    | 0.06%             | 2032-01-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Air Products & Chemicals, Inc.                                                       | APD 2.05 05/15/30               | CUSIP: 009158BC9<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1161623.22   | 0.09%             | 2030-05-15      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| Air Products & Chemicals, Inc.                                                       | APD 4.6 02/08/29                | CUSIP: 009158BH8<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    800000 | PA      | $811747.81    | 0.07%             | 2029-02-08      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                                | ARE 1 7/8 02/01/33              | CUSIP: 015271AV1<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $778608.58    | 0.06%             | 2033-02-01      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                                | ARE 3.55 03/15/52               | CUSIP: 015271AZ2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    800000 | PA      | $529928.14    | 0.04%             | 2052-03-15      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| Alphabet Inc.                                                                        | GOOGL 1.1 08/15/30              | CUSIP: 02079KAD9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1464402.41   | 0.12%             | 2030-08-15      | Fixed         | 1.10%                 | No            | 2                  | On Loan: No      |
| Alphabet Inc.                                                                        | GOOGL 1.9 08/15/40              | CUSIP: 02079KAE7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $935573.37    | 0.08%             | 2040-08-15      | Fixed         | 1.90%                 | No            | 2                  | On Loan: No      |
| Altria Group, Inc.                                                                   | MO 4 1/4 08/09/42               | CUSIP: 02209SAM5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $792351.34    | 0.06%             | 2042-08-09      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Altria Group, Inc.                                                                   | MO 3 7/8 09/16/46               | CUSIP: 02209SAV5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $860823.62    | 0.07%             | 2046-09-16      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Altria Group, Inc.                                                                   | MO 3.4 05/06/30                 | CUSIP: 02209SBJ1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $939387.81    | 0.08%             | 2030-05-06      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| Altria Group, Inc.                                                                   | MO 2.45 02/04/32                | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    800000 | PA      | $677755.98    | 0.05%             | 2032-02-04      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| Altria Group, Inc.                                                                   | MO 3.4 02/04/41                 | CUSIP: 02209SBM4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $937190.07    | 0.08%             | 2041-02-04      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| Altria Group, Inc.                                                                   | MO 3.7 02/04/51                 | CUSIP: 02209SBN2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    900000 | PA      | $608085.16    | 0.05%             | 2051-02-04      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Amazon.com, Inc.                                                                     | AMZN 4.95 12/05/44              | CUSIP: 023135AQ9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96056.14     | 0.01%             | 2044-12-05      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Amazon.com, Inc.                                                                     | AMZN 3 7/8 08/22/37             | CUSIP: 023135BF2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $900514.41    | 0.07%             | 2037-08-22      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Amazon.com, Inc.                                                                     | AMZN 4.05 08/22/47              | CUSIP: 023135BJ4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $985487.87    | 0.08%             | 2047-08-22      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| Amazon.com, Inc.                                                                     | AMZN 4 1/4 08/22/57             | CUSIP: 023135BM7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    900000 | PA      | $732994.43    | 0.06%             | 2057-08-22      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Amazon.com, Inc.                                                                     | AMZN 1 1/2 06/03/30             | CUSIP: 023135BS4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    900000 | PA      | $789891.91    | 0.06%             | 2030-06-03      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Amazon.com, Inc.                                                                     | AMZN 2.1 05/12/31               | CUSIP: 023135BZ8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    700000 | PA      | $618362.36    | 0.05%             | 2031-05-12      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| Amazon.com, Inc.                                                                     | AMZN 2 7/8 05/12/41             | CUSIP: 023135CA2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    800000 | PA      | $592943.18    | 0.05%             | 2041-05-12      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Amazon.com, Inc.                                                                     | AMZN 3.1 05/12/51               | CUSIP: 023135CB0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $945310.41    | 0.08%             | 2051-05-12      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| Amazon.com, Inc.                                                                     | AMZN 3.6 04/13/32               | CUSIP: 023135CH7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    800000 | PA      | $758074.74    | 0.06%             | 2032-04-13      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| Amazon.com, Inc.                                                                     | AMZN 3.95 04/13/52              | CUSIP: 023135CJ3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    900000 | PA      | $711218.78    | 0.06%             | 2052-04-13      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| Amazon.com, Inc.                                                                     | AMZN 4.1 04/13/62               | CUSIP: 023135CK0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    700000 | PA      | $548106.20    | 0.04%             | 2062-04-13      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| Amazon.com, Inc.                                                                     | AMZN 4.65 12/01/29              | CUSIP: 023135CQ7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    700000 | PA      | $718032.86    | 0.06%             | 2029-12-01      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| Amazon.com, Inc.                                                                     | AMZN 4.7 12/01/32               | CUSIP: 023135CR5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    600000 | PA      | $607774.32    | 0.05%             | 2032-12-01      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| Amcor Flexibles North America Inc                                                    | AMCR 5 1/2 03/17/35             | CUSIP: 02344AAE8<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    600000 | PA      | $598792.43    | 0.05%             | 2035-03-17      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| American Electric Power Co, Inc.                                                     | AEP 5 5/8 03/01/33              | CUSIP: 025537AX9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    600000 | PA      | $615046.90    | 0.05%             | 2033-03-01      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| American Honda Finance Corporation                                                   | HNDA 5 1/8 07/07/28             | CUSIP: 02665WEM9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1020613.13   | 0.08%             | 2028-07-07      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| American Honda Finance Corporation                                                   | HNDA 5.65 11/15/28              | CUSIP: 02665WEV9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    800000 | PA      | $830896.64    | 0.07%             | 2028-11-15      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| American International Group Inc.                                                    | AIG 5 1/8 03/27/33              | CUSIP: 026874DS3<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1098756.93   | 0.09%             | 2033-03-27      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| American Tower Corporation                                                           | AMT 2.1 06/15/30                | CUSIP: 03027XBC3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    600000 | PA      | $528018.28    | 0.04%             | 2030-06-15      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| American Tower Corporation                                                           | AMT 1 7/8 10/15/30              | CUSIP: 03027XBG4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    600000 | PA      | $515674.19    | 0.04%             | 2030-10-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| American Tower Corporation                                                           | AMT 5.55 07/15/33               | CUSIP: 03027XCD0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    500000 | PA      | $511366.74    | 0.04%             | 2033-07-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| American Tower Corporation                                                           | AMT 5.8 11/15/28                | CUSIP: 03027XCE8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    700000 | PA      | $728238.08    | 0.06%             | 2028-11-15      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| American Tower Corporation                                                           | AMT 5.9 11/15/33                | CUSIP: 03027XCF5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    500000 | PA      | $523547.67    | 0.04%             | 2033-11-15      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| American Water Capital Corp                                                          | AWK 4.45 06/01/32               | CUSIP: 03040WBA2<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    900000 | PA      | $876117.05    | 0.07%             | 2032-06-01      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| American Water Capital Corp                                                          | AWK 5 1/4 03/01/35              | CUSIP: 03040WBF1<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    700000 | PA      | $703514.17    | 0.06%             | 2035-03-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Cencora Inc                                                                          | ABC 2.7 03/15/31                | CUSIP: 03073EAT2<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    600000 | PA      | $536199.66    | 0.04%             | 2031-03-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| Amgen Inc.                                                                           | AMGN 4.563 06/15/48             | CUSIP: 031162CD0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    800000 | PA      | $664645.64    | 0.05%             | 2048-06-15      | Fixed         | 4.56%                 | No            | 2                  | On Loan: No      |
| Amgen Inc.                                                                           | AMGN 3 3/8 02/21/50             | CUSIP: 031162CS7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $685076.90    | 0.06%             | 2050-02-21      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Amgen Inc.                                                                           | AMGN 2.45 02/21/30              | CUSIP: 031162CU2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    700000 | PA      | $635900.78    | 0.05%             | 2030-02-21      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| Amgen Inc.                                                                           | AMGN 2.8 08/15/41               | CUSIP: 031162DA5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $706872.96    | 0.06%             | 2041-08-15      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| Amgen Inc.                                                                           | AMGN 1.65 08/15/28              | CUSIP: 031162DB3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $918643.69    | 0.07%             | 2028-08-15      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| Amgen Inc.                                                                           | AMGN 4.4 02/22/62               | CUSIP: 031162DG2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    700000 | PA      | $533692.50    | 0.04%             | 2062-02-22      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Amgen Inc.                                                                           | AMGN 5 1/4 03/02/30             | CUSIP: 031162DQ0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1027291.44   | 0.08%             | 2030-03-02      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Amgen Inc.                                                                           | AMGN 5 1/4 03/02/33             | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1514655.26   | 0.12%             | 2033-03-02      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Amgen Inc.                                                                           | AMGN 5.6 03/02/43               | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1266392.35   | 0.10%             | 2043-03-02      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| Amgen Inc.                                                                           | AMGN 5.65 03/02/53              | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1345947.09   | 0.11%             | 2053-03-02      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| Amgen Inc.                                                                           | AMGN 5 3/4 03/02/63             | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    900000 | PA      | $858663.91    | 0.07%             | 2063-03-02      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Amphenol Corporation                                                                 | APH 2.8 02/15/30                | CUSIP: 032095AJ0<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $932414.94    | 0.08%             | 2030-02-15      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| Analog Devices Inc.                                                                  | ADI 2.1 10/01/31                | CUSIP: 032654AV7<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1035377.74   | 0.08%             | 2031-10-01      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc.                                                  | ABIBB 8.2 01/15/39              | CUSIP: 03523TBF4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    600000 | PA      | $762035.71    | 0.06%             | 2039-01-15      | Fixed         | 8.20%                 | No            | 2                  | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc.                                                  | ABIBB 4.439 10/06/48            | CUSIP: 03523TBT4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    900000 | PA      | $758927.23    | 0.06%             | 2048-10-06      | Fixed         | 4.44%                 | No            | 2                  | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc.                                                  | ABIBB 5.55 01/23/49             | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1289084.56   | 0.10%             | 2049-01-23      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc.                                                  | ABIBB 5.8 01/23/59              | CUSIP: 03523TBW7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    700000 | PA      | $710595.54    | 0.06%             | 2059-01-23      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc.                                                  | ABIBB 4.95 01/15/42             | CUSIP: 035240AG5<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    700000 | PA      | $651775.86    | 0.05%             | 2042-01-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc.                                                  | ABIBB 4 3/4 01/23/29            | CUSIP: 035240AQ3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    900000 | PA      | $913226.63    | 0.07%             | 2029-01-23      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Elevance Health Inc.                                                                 | ELV 3 1/8 05/15/50              | CUSIP: 036752AM5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $643858.67    | 0.05%             | 2050-05-15      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| Elevance Health Inc.                                                                 | ANTM 3.6 03/15/51               | CUSIP: 036752AS2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $701049.47    | 0.06%             | 2051-03-15      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| Elevance Health Inc.                                                                 | ELV 6.1 10/15/52                | CUSIP: 036752AX1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507844.83    | 0.04%             | 2052-10-15      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| Elevance Health Inc.                                                                 | ELV 5 3/8 06/15/34              | CUSIP: 036752AZ6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    600000 | PA      | $607364.79    | 0.05%             | 2034-06-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Elevance Health Inc.                                                                 | ELV 4.95 11/01/31               | CUSIP: 036752BC6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    700000 | PA      | $705843.66    | 0.06%             | 2031-11-01      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Elevance Health Inc.                                                                 | ELV 5.2 02/15/35                | CUSIP: 036752BD4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    600000 | PA      | $599888.17    | 0.05%             | 2035-02-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Aon Corp.                                                                            | AON 3 3/4 05/02/29              | CUSIP: 037389BC6<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $971400.57    | 0.08%             | 2029-05-02      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Aon North America Inc.                                                               | AON 5.45 03/01/34               | CUSIP: 03740MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $711605.02    | 0.06%             | 2034-03-01      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| Aon North America Inc.                                                               | AON 5 3/4 03/01/54              | CUSIP: 03740MAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $775788.34    | 0.06%             | 2054-03-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Apollo Debt Solutions BDC                                                            | APODS 6.7 07/29/31              | CUSIP: 03770DAD5<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    500000 | PA      | $508176.19    | 0.04%             | 2031-07-29      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| Apple Inc.                                                                           | AAPL 3.85 05/04/43              | CUSIP: 037833AL4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $912631.90    | 0.07%             | 2043-05-04      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| Apple Inc.                                                                           | AAPL 4.45 05/06/44              | CUSIP: 037833AT7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    600000 | PA      | $546086.19    | 0.04%             | 2044-05-06      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| Apple Inc.                                                                           | AAPL 3.45 02/09/45              | CUSIP: 037833BA7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $847523.44    | 0.07%             | 2045-02-09      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| Apple Inc.                                                                           | AAPL 4 3/8 05/13/45             | CUSIP: 037833BH2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    800000 | PA      | $705190.58    | 0.06%             | 2045-05-13      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Apple Inc.                                                                           | AAPL 4.65 02/23/46              | CUSIP: 037833BX7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1181716.73   | 0.10%             | 2046-02-23      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| Apple Inc.                                                                           | AAPL 3.85 08/04/46              | CUSIP: 037833CD0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    900000 | PA      | $726760.34    | 0.06%             | 2046-08-04      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| Apple Inc.                                                                           | AAPL 3 3/4 09/12/47             | CUSIP: 037833DD9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    900000 | PA      | $708269.43    | 0.06%             | 2047-09-12      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Apple Inc.                                                                           | AAPL 2.95 09/11/49              | CUSIP: 037833DQ0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    800000 | PA      | $533584.06    | 0.04%             | 2049-09-11      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| Apple Inc.                                                                           | AAPL 1.65 05/11/30              | CUSIP: 037833DU1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $977011.99    | 0.08%             | 2030-05-11      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| Apple Inc.                                                                           | AAPL 2.65 05/11/50              | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $624940.82    | 0.05%             | 2050-05-11      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| Apple Inc.                                                                           | AAPL 1 1/4 08/20/30             | CUSIP: 037833DY3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    700000 | PA      | $605499.62    | 0.05%             | 2030-08-20      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| Apple Inc.                                                                           | AAPL 1.65 02/08/31              | CUSIP: 037833ED8<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $959758.27    | 0.08%             | 2031-02-08      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| Apple Inc.                                                                           | AAPL 2.65 02/08/51              | CUSIP: 037833EF3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $682393.39    | 0.06%             | 2051-02-08      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| Apple Inc.                                                                           | AAPL 1.4 08/05/28               | CUSIP: 037833EH9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $924070.56    | 0.07%             | 2028-08-05      | Fixed         | 1.40%                 | No            | 2                  | On Loan: No      |
| Apple Inc.                                                                           | AAPL 2.7 08/05/51               | CUSIP: 037833EK2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $622198.02    | 0.05%             | 2051-08-05      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| Apple Inc.                                                                           | AAPL 3 1/4 08/08/29             | CUSIP: 037833EN6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    400000 | PA      | $389073.92    | 0.03%             | 2029-08-08      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Apple Inc.                                                                           | AAPL 3.35 08/08/32              | CUSIP: 037833EP1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    700000 | PA      | $659963.61    | 0.05%             | 2032-08-08      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| Apple Inc.                                                                           | AAPL 3.95 08/08/52              | CUSIP: 037833EQ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    700000 | PA      | $554210.18    | 0.04%             | 2052-08-08      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| Apple Inc.                                                                           | AAPL 4.1 08/08/62               | CUSIP: 037833ER7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    800000 | PA      | $634354.66    | 0.05%             | 2062-08-08      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| Applied Materials Inc.                                                               | AMAT 2 3/4 06/01/50             | CUSIP: 038222AP0<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    800000 | PA      | $494437.47    | 0.04%             | 2050-06-01      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Archer-Daniels-Midland Co.                                                           | ADM 3 1/4 03/27/30              | CUSIP: 039482AB0<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1042153.02   | 0.08%             | 2030-03-27      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Ares Capital Corp.                                                                   | ARCC 5.8 03/08/32               | CUSIP: 04010LBH5<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    800000 | PA      | $782486.82    | 0.06%             | 2032-03-08      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| Gallagher Aj &Co                                                                     | AJG 5.15 02/15/35               | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    700000 | PA      | $693976.05    | 0.06%             | 2035-02-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Gallagher Aj &Co                                                                     | AJG 5.55 02/15/55               | CUSIP: 04316JAP4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    700000 | PA      | $658569.65    | 0.05%             | 2055-02-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| AstraZeneca PLC                                                                      | AZN 6.45 09/15/37               | CUSIP: 046353AD0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    900000 | PA      | $1002678.55   | 0.08%             | 2037-09-15      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| AstraZeneca PLC                                                                      | AZN 4 3/8 11/16/45              | CUSIP: 046353AM0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $861594.04    | 0.07%             | 2045-11-16      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| AstraZeneca PLC                                                                      | AZN 1 3/8 08/06/30              | CUSIP: 046353AW8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    900000 | PA      | $774248.21    | 0.06%             | 2030-08-06      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| AstraZeneca Finance LLC                                                              | AZN 4.85 02/26/29               | CUSIP: 04636NAL7<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    800000 | PA      | $816869.05    | 0.07%             | 2029-02-26      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| AstraZeneca Finance LLC                                                              | AZN 5 02/26/34                  | CUSIP: 04636NAN3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    700000 | PA      | $706009.95    | 0.06%             | 2034-02-26      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Autodesk Inc                                                                         | ADSK 2.4 12/15/31               | CUSIP: 052769AH9<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |    500000 | PA      | $431613.75    | 0.03%             | 2031-12-15      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| Automatic Data Processing, Inc.                                                      | ADP 4.45 09/09/34               | CUSIP: 053015AH6<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |    700000 | PA      | $681111.95    | 0.06%             | 2034-09-09      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| Autozone, Inc.                                                                       | AZO 4 04/15/30                  | CUSIP: 053332AZ5<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    700000 | PA      | $679095.16    | 0.06%             | 2030-04-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Equitable Holdings Inc                                                               | EQH 4.35 04/20/28               | CUSIP: 054561AJ4<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1391682.71   | 0.11%             | 2028-04-20      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| B.A.T. Capital Corporation                                                           | BATSLN 6.343 08/02/30           | CUSIP: 054989AA6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    500000 | PA      | $534009.11    | 0.04%             | 2030-08-02      | Fixed         | 6.34%                 | No            | 2                  | On Loan: No      |
| B.A.T. Capital Corporation                                                           | BATSLN 6.421 08/02/33           | CUSIP: 054989AB4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    500000 | PA      | $534944.46    | 0.04%             | 2033-08-02      | Fixed         | 6.42%                 | No            | 2                  | On Loan: No      |
| B.A.T. Capital Corporation                                                           | BATSLN 7.081 08/02/53           | CUSIP: 054989AD0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    900000 | PA      | $980159.07    | 0.08%             | 2053-08-02      | Fixed         | 7.08%                 | No            | 2                  | On Loan: No      |
| B.A.T. Capital Corporation                                                           | BATSLN 4.39 08/15/37            | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $875799.94    | 0.07%             | 2037-08-15      | Fixed         | 4.39%                 | No            | 2                  | On Loan: No      |
| B.A.T. Capital Corporation                                                           | BATSLN 2.726 03/25/31           | CUSIP: 05526DBS3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    500000 | PA      | $444048.93    | 0.04%             | 2031-03-25      | Fixed         | 2.73%                 | No            | 2                  | On Loan: No      |
| B.A.T. Capital Corporation                                                           | BATSLN 5.834 02/20/31           | CUSIP: 05526DBY0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    500000 | PA      | $519990.24    | 0.04%             | 2031-02-20      | Fixed         | 5.83%                 | No            | 2                  | On Loan: No      |
| B.A.T. Capital Corporation                                                           | BATSLN 6 02/20/34               | CUSIP: 05526DBZ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    400000 | PA      | $417987.76    | 0.03%             | 2034-02-20      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| B.A.T. International Finance PLC                                                     | BATSLN 5.931 02/02/29           | CUSIP: 05530QAQ3<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $627327.15    | 0.05%             | 2029-02-02      | Fixed         | 5.93%                 | No            | 2                  | On Loan: No      |
| BHP Billiton Finance (USA) Ltd.                                                      | BHP 5 09/30/43                  | CUSIP: 055451AV0<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |   1300000 | PA      | $1207884.80   | 0.10%             | 2043-09-30      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| BHP Billiton Finance (USA) Ltd.                                                      | BHP 5 1/4 09/08/33              | CUSIP: 055451BE7<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    800000 | PA      | $808537.98    | 0.07%             | 2033-09-08      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| BHP Billiton Finance (USA) Ltd.                                                      | BHP 5 02/21/30                  | CUSIP: 055451BJ6<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    700000 | PA      | $713852.91    | 0.06%             | 2030-02-21      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| BHP Billiton Finance (USA) Ltd.                                                      | BHP 5.3 02/21/35                | CUSIP: 055451BL1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    800000 | PA      | $804235.32    | 0.07%             | 2035-02-21      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| Banco Santander, S.A.                                                                | SANTAN 6.921 08/08/33           | CUSIP: 05964HAV7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1000000 | PA      | $1062550.60   | 0.09%             | 2033-08-08      | Fixed         | 6.92%                 | No            | 2                  | On Loan: No      |
| Banco Santander, S.A.                                                                | SANTAN 6.607 11/07/28           | CUSIP: 05964HAY1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    800000 | PA      | $853611.42    | 0.07%             | 2028-11-07      | Fixed         | 6.61%                 | No            | 2                  | On Loan: No      |
| Banco Santander, S.A.                                                                | SANTAN 5.538 03/14/30           | CUSIP: 05964HBB0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $615305.58    | 0.05%             | 2030-03-14      | Fixed         | 5.54%                 | No            | 2                  | On Loan: No      |
| Banco Santander, S.A.                                                                | SANTAN 6.35 03/14/34            | CUSIP: 05964HBD6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $612516.45    | 0.05%             | 2034-03-14      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| Banco Santander, S.A.                                                                | SANTAN 5.565 01/17/30           | CUSIP: 05964HBJ3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    800000 | PA      | $825694.14    | 0.07%             | 2030-01-17      | Fixed         | 5.57%                 | No            | 2                  | On Loan: No      |
| Banco Santander, S.A.                                                                | SANTAN 2.749 12/03/30           | CUSIP: 05971KAG4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1000000 | PA      | $875616.95    | 0.07%             | 2030-12-03      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                                | BAC 4.244 04/24/38              | CUSIP: 06051GGM5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    800000 | PA      | $714669.38    | 0.06%             | 2038-04-24      | Fixed         | 4.24%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                                | BAC 4.271 07/23/29              | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1191544.45   | 0.10%             | 2029-07-23      | Fixed         | 4.27%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                                | BAC 3.974 02/07/30              | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    700000 | PA      | $684666.58    | 0.06%             | 2030-02-07      | Fixed         | 3.97%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                                | BAC 4.33 03/15/50               | CUSIP: 06051GHS1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $812215.77    | 0.07%             | 2050-03-15      | Fixed         | 4.33%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                                | BAC 2.496 02/13/31              | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    800000 | PA      | $723139.99    | 0.06%             | 2031-02-13      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                                | BAC 4.083 03/20/51              | CUSIP: 06051GJA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1396232.57   | 0.11%             | 2051-03-20      | Fixed         | 4.08%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                                | BAC 2.592 04/29/31              | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1443454.21   | 0.12%             | 2031-04-29      | Fixed         | 2.59%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                                | BAC 2.676 06/19/41              | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1273397.94   | 0.10%             | 2041-06-19      | Fixed         | 2.68%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                                | BAC 1.898 07/23/31              | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1039683.52   | 0.08%             | 2031-07-23      | Fixed         | 1.90%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                                | BAC 1.922 10/24/31              | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    900000 | PA      | $775354.42    | 0.06%             | 2031-10-24      | Fixed         | 1.92%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                                | BAC 2.651 03/11/32              | CUSIP: 06051GJP5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    800000 | PA      | $708713.22    | 0.06%             | 2032-03-11      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                                | BAC 2.687 04/22/32              | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1236768.50   | 0.10%             | 2032-04-22      | Fixed         | 2.69%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                                | BAC 3.311 04/22/42              | CUSIP: 06051GJW0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1054930.44   | 0.09%             | 2042-04-22      | Fixed         | 3.31%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                                | BAC 2.087 06/14/29              | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    600000 | PA      | $557972.59    | 0.05%             | 2029-06-14      | Fixed         | 2.09%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                                | BAC 2.299 07/21/32              | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1115609.90   | 0.09%             | 2032-07-21      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                                | BAC 2.972 07/21/52              | CUSIP: 06051GKB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $696567.03    | 0.06%             | 2052-07-21      | Fixed         | 2.97%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                                | BAC 2.572 10/20/32              | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $954250.11    | 0.08%             | 2032-10-20      | Fixed         | 2.57%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                                | BAC 2.972 02/04/33              | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    900000 | PA      | $790846.90    | 0.06%             | 2033-02-04      | Fixed         | 2.97%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                                | BAC 4.571 04/27/33              | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1258557.55   | 0.10%             | 2033-04-27      | Fixed         | 4.57%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                                | BAC 5.015 07/22/33              | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1493287.95   | 0.12%             | 2033-07-22      | Fixed         | 5.01%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                                | BAC 5.202 04/25/29              | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1225123.69   | 0.10%             | 2029-04-25      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                                | BAC 5.288 04/25/34              | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1603658.66   | 0.13%             | 2034-04-25      | Fixed         | 5.29%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                                | BAC 5.819 09/15/29              | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    800000 | PA      | $832966.26    | 0.07%             | 2029-09-15      | Fixed         | 5.82%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                                | BAC 5.872 09/15/34              | CUSIP: 06051GLU1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1249093.92   | 0.10%             | 2034-09-15      | Fixed         | 5.87%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                                | BAC 5.468 01/23/35              | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1417655.51   | 0.11%             | 2035-01-23      | Fixed         | 5.47%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                                | BAC 5.162 01/24/31              | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1017488.76   | 0.08%             | 2031-01-24      | Fixed         | 5.16%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                                | BAC 5.511 01/24/36              | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1012862.15   | 0.08%             | 2036-01-24      | Fixed         | 5.51%                 | No            | 2                  | On Loan: No      |
| Bank of Montreal                                                                     | BMO 5.511 06/04/31              | CUSIP: 06368L3L8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $519645.58    | 0.04%             | 2031-06-04      | Fixed         | 5.51%                 | No            | 2                  | On Loan: No      |
| Bank of Montreal                                                                     | BMO 5.717 09/25/28              | CUSIP: 06368LWU6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $520072.81    | 0.04%             | 2028-09-25      | Fixed         | 5.72%                 | No            | 2                  | On Loan: No      |
| Bank of Nova Scotia                                                                  | BNS 4.85 02/01/30               | CUSIP: 06417XAP6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $505240.66    | 0.04%             | 2030-02-01      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| Bank of Nova Scotia                                                                  | BNS 5.13 02/14/31               | CUSIP: 06418GAQ0<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $507169.44    | 0.04%             | 2031-02-14      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| Barclays PLC                                                                         | BACR 4.972 05/16/29             | CUSIP: 06738EBD6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    900000 | PA      | $903537.77    | 0.07%             | 2029-05-16      | Fixed         | 4.97%                 | No            | 2                  | On Loan: No      |
| Barclays PLC                                                                         | BACR 2.645 06/24/31             | CUSIP: 06738EBM6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $715371.06    | 0.06%             | 2031-06-24      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| Barclays PLC                                                                         | BACR 7.437 11/02/33             | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1115162.07   | 0.09%             | 2033-11-02      | Fixed         | 7.44%                 | No            | 2                  | On Loan: No      |
| Barclays PLC                                                                         | BACR 6.224 05/09/34             | CUSIP: 06738ECG8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    900000 | PA      | $937549.94    | 0.08%             | 2034-05-09      | Fixed         | 6.22%                 | No            | 2                  | On Loan: No      |
| Barclays PLC                                                                         | BACR 6.49 09/13/29              | CUSIP: 06738ECK9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $420859.75    | 0.03%             | 2029-09-13      | Fixed         | 6.49%                 | No            | 2                  | On Loan: No      |
| Barclays PLC                                                                         | BACR 6.692 09/13/34             | CUSIP: 06738ECL7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $640357.01    | 0.05%             | 2034-09-13      | Fixed         | 6.69%                 | No            | 2                  | On Loan: No      |
| Barclays PLC                                                                         | BACR 5.69 03/12/30              | CUSIP: 06738ECR4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $410585.09    | 0.03%             | 2030-03-12      | Fixed         | 5.69%                 | No            | 2                  | On Loan: No      |
| Barclays PLC                                                                         | BACR 5.335 09/10/35             | CUSIP: 06738ECV5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $581366.54    | 0.05%             | 2035-09-10      | Fixed         | 5.33%                 | No            | 2                  | On Loan: No      |
| Barclays PLC                                                                         | BACR 5.367 02/25/31             | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $810446.62    | 0.07%             | 2031-02-25      | Fixed         | 5.37%                 | No            | 2                  | On Loan: No      |
| Barclays PLC                                                                         | BACR 5.785 02/25/36             | CUSIP: 06738ECZ6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $999510.55    | 0.08%             | 2036-02-25      | Fixed         | 5.79%                 | No            | 2                  | On Loan: No      |
| Barrick North America Finance LLC                                                    | ABXCN 5 3/4 05/01/43            | CUSIP: 06849RAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $687350.00    | 0.06%             | 2043-05-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Baxter International, Inc.                                                           | BAX 2.272 12/01/28              | CUSIP: 071813CP2<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    900000 | PA      | $829859.72    | 0.07%             | 2028-12-01      | Fixed         | 2.27%                 | No            | 2                  | On Loan: No      |
| Becton, Dickinson and Company                                                        | BDX 2.823 05/20/30              | CUSIP: 075887CJ6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $914173.62    | 0.07%             | 2030-05-20      | Fixed         | 2.82%                 | No            | 2                  | On Loan: No      |
| Becton, Dickinson and Company                                                        | BDX 1.957 02/11/31              | CUSIP: 075887CL1<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $939947.97    | 0.08%             | 2031-02-11      | Fixed         | 1.96%                 | No            | 2                  | On Loan: No      |
| Bell Canada                                                                          | BCECN 4.464 04/01/48            | CUSIP: 0778FPAA7<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    900000 | PA      | $719836.98    | 0.06%             | 2048-04-01      | Fixed         | 4.46%                 | No            | 2                  | On Loan: No      |
| Berkshire Hathaway Energy Company                                                    | BRKHEC 4.6 05/01/53             | CUSIP: 084659BF7<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    900000 | PA      | $736987.68    | 0.06%             | 2053-05-01      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| Berkshire Hathaway Finance Corporation                                               | BRK 4.2 08/15/48                | CUSIP: 084664CQ2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    900000 | PA      | $746653.20    | 0.06%             | 2048-08-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Berkshire Hathaway Finance Corporation                                               | BRK 4 1/4 01/15/49              | CUSIP: 084664CR0<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    800000 | PA      | $671638.87    | 0.05%             | 2049-01-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Berkshire Hathaway Finance Corporation                                               | BRK 2.85 10/15/50               | CUSIP: 084664CV1<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $637063.13    | 0.05%             | 2050-10-15      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| Berkshire Hathaway Finance Corporation                                               | BRK 3.85 03/15/52               | CUSIP: 084664DB4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $766782.38    | 0.06%             | 2052-03-15      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| Berkshire Hathaway Inc.                                                              | BRK 4 1/2 02/11/43              | CUSIP: 084670BK3<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |    600000 | PA      | $554515.39    | 0.04%             | 2043-02-11      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Berry Global Inc                                                                     | BERY 5.8 06/15/31               | CUSIP: 08576BAB8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    700000 | PA      | $728365.59    | 0.06%             | 2031-06-15      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| Biogen Inc                                                                           | BIIB 3.15 05/01/50              | CUSIP: 09062XAG8<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $671862.02    | 0.05%             | 2050-05-01      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| The Boeing Company                                                                   | BA 5.705 05/01/40               | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1065313.33   | 0.09%             | 2040-05-01      | Fixed         | 5.71%                 | No            | 2                  | On Loan: No      |
| The Boeing Company                                                                   | BA 5.805 05/01/50               | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $938802.51    | 0.08%             | 2050-05-01      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| The Boeing Company                                                                   | BA 5.93 05/01/60                | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1296101.46   | 0.10%             | 2060-05-01      | Fixed         | 5.93%                 | No            | 2                  | On Loan: No      |
| The Boeing Company                                                                   | BA 5.15 05/01/30                | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1513839.92   | 0.12%             | 2030-05-01      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| The Boeing Company                                                                   | BA 3 5/8 02/01/31               | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93320.91     | 0.01%             | 2031-02-01      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| The Boeing Company                                                                   | BA 6.298 05/01/29               | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    800000 | PA      | $840757.37    | 0.07%             | 2029-05-01      | Fixed         | 6.30%                 | No            | 2                  | On Loan: No      |
| The Boeing Company                                                                   | BA 6.528 05/01/34               | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1181899.75   | 0.10%             | 2034-05-01      | Fixed         | 6.53%                 | No            | 2                  | On Loan: No      |
| The Boeing Company                                                                   | BA 6.858 05/01/54               | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    800000 | PA      | $856021.94    | 0.07%             | 2054-05-01      | Fixed         | 6.86%                 | No            | 2                  | On Loan: No      |
| The Boeing Company                                                                   | BA 7.008 05/01/64               | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    600000 | PA      | $641726.55    | 0.05%             | 2064-05-01      | Fixed         | 7.01%                 | No            | 2                  | On Loan: No      |
| Booking Holdings Inc                                                                 | BKNG 4 5/8 04/13/30             | CUSIP: 09857LAR9<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |    700000 | PA      | $705066.61    | 0.06%             | 2030-04-13      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Boston Properties Limited Partnership                                                | BXP 3 1/4 01/30/31              | CUSIP: 10112RBD5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    800000 | PA      | $719917.35    | 0.06%             | 2031-01-30      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Boston Properties Limited Partnership                                                | BXP 6 1/2 01/15/34              | CUSIP: 10112RBH6<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    500000 | PA      | $524025.39    | 0.04%             | 2034-01-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Boston Properties Limited Partnership                                                | BXP 5 3/4 01/15/35              | CUSIP: 10112RBJ2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    700000 | PA      | $689626.65    | 0.06%             | 2035-01-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| BP Capital Markets America, Inc.                                                     | BPLN 3 02/24/50                 | CUSIP: 10373QBG4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    700000 | PA      | $439248.11    | 0.04%             | 2050-02-24      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| BP Capital Markets America, Inc.                                                     | BPLN 3.633 04/06/30             | CUSIP: 10373QBL3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $959004.93    | 0.08%             | 2030-04-06      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| BP Capital Markets America, Inc.                                                     | BPLN 2.772 11/10/50             | CUSIP: 10373QBN9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    900000 | PA      | $539273.69    | 0.04%             | 2050-11-10      | Fixed         | 2.77%                 | No            | 2                  | On Loan: No      |
| BP Capital Markets America, Inc.                                                     | BPLN 2.939 06/04/51             | CUSIP: 10373QBP4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    900000 | PA      | $554489.12    | 0.04%             | 2051-06-04      | Fixed         | 2.94%                 | No            | 2                  | On Loan: No      |
| BP Capital Markets America, Inc.                                                     | BPLN 3.379 02/08/61             | CUSIP: 10373QBQ2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    800000 | PA      | $502469.01    | 0.04%             | 2061-02-08      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| BP Capital Markets America, Inc.                                                     | BPLN 3.06 06/17/41              | CUSIP: 10373QBR0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    800000 | PA      | $577248.28    | 0.05%             | 2041-06-17      | Fixed         | 3.06%                 | No            | 2                  | On Loan: No      |
| BP Capital Markets America, Inc.                                                     | BPLN 2.721 01/12/32             | CUSIP: 10373QBT6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    600000 | PA      | $526926.59    | 0.04%             | 2032-01-12      | Fixed         | 2.72%                 | No            | 2                  | On Loan: No      |
| BP Capital Markets America, Inc.                                                     | BPLN 4.812 02/13/33             | CUSIP: 10373QBU3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    800000 | PA      | $784767.64    | 0.06%             | 2033-02-13      | Fixed         | 4.81%                 | No            | 2                  | On Loan: No      |
| BP Capital Markets America, Inc.                                                     | BPLN 5.227 11/17/34             | CUSIP: 10373QCA6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    800000 | PA      | $798362.32    | 0.06%             | 2034-11-17      | Fixed         | 5.23%                 | No            | 2                  | On Loan: No      |
| Bristol-Myers Squibb Company                                                         | BMY 4 1/8 06/15/39              | CUSIP: 110122CQ9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    800000 | PA      | $701149.55    | 0.06%             | 2039-06-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Bristol-Myers Squibb Company                                                         | BMY 2.95 03/15/32               | CUSIP: 110122DU9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    700000 | PA      | $627143.45    | 0.05%             | 2032-03-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| Bristol-Myers Squibb Company                                                         | BMY 3.55 03/15/42               | CUSIP: 110122DV7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    900000 | PA      | $699876.40    | 0.06%             | 2042-03-15      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| Bristol-Myers Squibb Company                                                         | BMY 3.9 03/15/62                | CUSIP: 110122DX3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    600000 | PA      | $423694.68    | 0.03%             | 2062-03-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Bristol-Myers Squibb Company                                                         | BMY 5 3/4 02/01/31              | CUSIP: 110122DY1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    600000 | PA      | $637902.84    | 0.05%             | 2031-02-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Bristol-Myers Squibb Company                                                         | BMY 6 1/4 11/15/53              | CUSIP: 110122EB0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    900000 | PA      | $948786.46    | 0.08%             | 2053-11-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Bristol-Myers Squibb Company                                                         | BMY 6.4 11/15/63                | CUSIP: 110122EC8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    500000 | PA      | $534857.73    | 0.04%             | 2063-11-15      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| Bristol-Myers Squibb Company                                                         | BMY 4.9 02/22/29                | CUSIP: 110122EF1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    700000 | PA      | $716645.77    | 0.06%             | 2029-02-22      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Bristol-Myers Squibb Company                                                         | BMY 5.1 02/22/31                | CUSIP: 110122EG9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    600000 | PA      | $618645.85    | 0.05%             | 2031-02-22      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| Bristol-Myers Squibb Company                                                         | BMY 5.2 02/22/34                | CUSIP: 110122EH7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    700000 | PA      | $708280.71    | 0.06%             | 2034-02-22      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Bristol-Myers Squibb Company                                                         | BMY 5.55 02/22/54               | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1351267.39   | 0.11%             | 2054-02-22      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| Bristol-Myers Squibb Company                                                         | BMY 5.65 02/22/64               | CUSIP: 110122EL8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    600000 | PA      | $577993.04    | 0.05%             | 2064-02-22      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| British Telecommunications PLC                                                       | BRITEL 9 5/8 12/15/30           | CUSIP: 111021AE1<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $977698.13    | 0.08%             | 2030-12-15      | Fixed         | 9.62%                 | No            | 2                  | On Loan: No      |
| Brixmor Operating Partnership LP                                                     | BRX 4.05 07/01/30               | CUSIP: 11120VAJ2<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    700000 | PA      | $672530.50    | 0.05%             | 2030-07-01      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| Broadridge Financial Solutions Inc.                                                  | BR 2.6 05/01/31                 | CUSIP: 11133TAE3<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | DBT              | CORP              | US        |    600000 | PA      | $526273.61    | 0.04%             | 2031-05-01      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| Broadcom Inc                                                                         | AVGO 3 3/4 02/15/51             | CUSIP: 11135FBG5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    800000 | PA      | $584684.56    | 0.05%             | 2051-02-15      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| Broadcom Inc                                                                         | AVGO 2.45 02/15/31              | CUSIP: 11135FBH3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1235362.44   | 0.10%             | 2031-02-15      | Fixed         | 2.45%                 | Yes           | 2                  | On Loan: No      |
| Broadcom Inc                                                                         | AVGO 3.419 04/15/33             | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    700000 | PA      | $623578.23    | 0.05%             | 2033-04-15      | Fixed         | 3.42%                 | Yes           | 2                  | On Loan: No      |
| Broadcom Inc                                                                         | AVGO 3.469 04/15/34             | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $877746.04    | 0.07%             | 2034-04-15      | Fixed         | 3.47%                 | Yes           | 2                  | On Loan: No      |
| Broadcom Inc                                                                         | AVGO 3.137 11/15/35             | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $910423.32    | 0.07%             | 2035-11-15      | Fixed         | 3.14%                 | Yes           | 2                  | On Loan: No      |
| Broadcom Inc                                                                         | AVGO 3.187 11/15/36             | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $815473.78    | 0.07%             | 2036-11-15      | Fixed         | 3.19%                 | Yes           | 2                  | On Loan: No      |
| Broadcom Inc                                                                         | AVGO 4.15 04/15/32              | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    700000 | PA      | $665155.31    | 0.05%             | 2032-04-15      | Fixed         | 4.15%                 | Yes           | 2                  | On Loan: No      |
| Broadcom Inc                                                                         | AVGO 4.926 05/15/37             | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    800000 | PA      | $765229.86    | 0.06%             | 2037-05-15      | Fixed         | 4.93%                 | Yes           | 2                  | On Loan: No      |
| Broadcom Inc                                                                         | AVGO 5.05 07/12/29              | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    500000 | PA      | $509126.92    | 0.04%             | 2029-07-12      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| Broadcom Inc                                                                         | AVGO 4.35 02/15/30              | CUSIP: 11135FCB5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    500000 | PA      | $494730.07    | 0.04%             | 2030-02-15      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| Broadcom Inc                                                                         | AVGO 4.8 10/15/34               | CUSIP: 11135FCD1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    600000 | PA      | $583393.05    | 0.05%             | 2034-10-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Broadcom Inc                                                                         | AVGO 5.05 04/15/30              | CUSIP: 11135FCF6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    600000 | PA      | $610271.50    | 0.05%             | 2030-04-15      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| Broadcom Inc                                                                         | AVGO 5.2 04/15/32               | CUSIP: 11135FCG4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    700000 | PA      | $711018.63    | 0.06%             | 2032-04-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Brookfield Finance Inc.                                                              | BAMACN 4.35 04/15/30            | CUSIP: 11271LAE2<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    900000 | PA      | $878861.39    | 0.07%             | 2030-04-15      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| Brookfield Finance Inc.                                                              | BNCN 5.968 03/04/54             | CUSIP: 11271LAL6<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $585912.61    | 0.05%             | 2054-03-04      | Fixed         | 5.97%                 | No            | 2                  | On Loan: No      |
| Bunge Limited Finance Corp.                                                          | BG 2 3/4 05/14/31               | CUSIP: 120568BC3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $893873.59    | 0.07%             | 2031-05-14      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                     | BNSF 4.45 03/15/43              | CUSIP: 12189LAN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1047024.84   | 0.08%             | 2043-03-15      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                     | BNSF 3.9 08/01/46               | CUSIP: 12189LAZ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1023571.73   | 0.08%             | 2046-08-01      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                     | BNSF 5.2 04/15/54               | CUSIP: 12189LBK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900000 | PA      | $844935.10    | 0.07%             | 2054-04-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                     | BNSF 5 1/2 03/15/55             | CUSIP: 12189LBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $687312.07    | 0.06%             | 2055-03-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| CDW LLC / CDW Finance Corp                                                           | CDW 3.569 12/01/31              | CUSIP: 12513GBJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $450269.50    | 0.04%             | 2031-12-01      | Fixed         | 3.57%                 | No            | 2                  | On Loan: No      |
| The Cigna Group                                                                      | CI 4 3/8 10/15/28               | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    900000 | PA      | $897845.98    | 0.07%             | 2028-10-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| The Cigna Group                                                                      | CI 4.9 12/15/48                 | CUSIP: 125523AK6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $949037.50    | 0.08%             | 2048-12-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| The Cigna Group                                                                      | CI 4.8 07/15/46                 | CUSIP: 125523CF5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    700000 | PA      | $603657.77    | 0.05%             | 2046-07-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| The Cigna Group                                                                      | CI 2 3/8 03/15/31               | CUSIP: 125523CM0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    800000 | PA      | $701543.34    | 0.06%             | 2031-03-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| The Cigna Group                                                                      | CI 3.4 03/15/51                 | CUSIP: 125523CQ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $661075.33    | 0.05%             | 2051-03-15      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| The Cigna Group                                                                      | CI 5 1/8 05/15/31               | CUSIP: 125523CU2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    400000 | PA      | $407952.38    | 0.03%             | 2031-05-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| The Cigna Group                                                                      | CI 5 1/4 02/15/34               | CUSIP: 125523CV0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    600000 | PA      | $604164.50    | 0.05%             | 2034-02-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| The Cigna Group                                                                      | CI 5.6 02/15/54                 | CUSIP: 125523CW8<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    700000 | PA      | $660194.98    | 0.05%             | 2054-02-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| CRH America Finance, Inc.                                                            | CRHID 5 1/2 01/09/35            | CUSIP: 12636YAF9<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    800000 | PA      | $811380.45    | 0.07%             | 2035-01-09      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| CSX Corporation                                                                      | CSX 3.8 11/01/46                | CUSIP: 126408HF3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $849622.68    | 0.07%             | 2046-11-01      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| CSX Corporation                                                                      | CSX 4 1/4 03/15/29              | CUSIP: 126408HM8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    700000 | PA      | $697939.96    | 0.06%             | 2029-03-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp                                                                      | CVS 5.3 12/05/43                | CUSIP: 126650CD0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    800000 | PA      | $715407.19    | 0.06%             | 2043-12-05      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp                                                                      | CVS 5 1/8 07/20/45              | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1388570.48   | 0.11%             | 2045-07-20      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp                                                                      | CVS 4.78 03/25/38               | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1530718.01   | 0.12%             | 2038-03-25      | Fixed         | 4.78%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp                                                                      | CVS 3 1/4 08/15/29              | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    800000 | PA      | $753122.94    | 0.06%             | 2029-08-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp                                                                      | CVS 5 1/8 02/21/30              | CUSIP: 126650DT4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    600000 | PA      | $606475.65    | 0.05%             | 2030-02-21      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp                                                                      | CVS 5 1/4 02/21/33              | CUSIP: 126650DU1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    700000 | PA      | $692932.38    | 0.06%             | 2033-02-21      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp                                                                      | CVS 5 5/8 02/21/53              | CUSIP: 126650DV9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    800000 | PA      | $727451.97    | 0.06%             | 2053-02-21      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp                                                                      | CVS 5 01/30/29                  | CUSIP: 126650DW7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    700000 | PA      | $707165.77    | 0.06%             | 2029-01-30      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp                                                                      | CVS 5 1/4 01/30/31              | CUSIP: 126650DX5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    600000 | PA      | $607824.10    | 0.05%             | 2031-01-30      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp                                                                      | CVS 5.3 06/01/33                | CUSIP: 126650DY3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    600000 | PA      | $595290.13    | 0.05%             | 2033-06-01      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp                                                                      | CVS 5 7/8 06/01/53              | CUSIP: 126650DZ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $939461.05    | 0.08%             | 2053-06-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp                                                                      | CVS 5.55 06/01/31               | CUSIP: 126650EC0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    700000 | PA      | $718356.65    | 0.06%             | 2031-06-01      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| CRH Smw Finance DAC                                                                  | CRHID 5 1/8 01/09/30            | CUSIP: 12704PAB4<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |    700000 | PA      | $712786.41    | 0.06%             | 2030-01-09      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| The Campbells Co.                                                                    | CPB 5.4 03/21/34                | CUSIP: 134429BP3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    800000 | PA      | $805702.64    | 0.07%             | 2034-03-21      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Canadian Imperial Bank of Commerce                                                   | CM 3.6 04/07/32                 | CUSIP: 13607HR53<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    800000 | PA      | $734410.80    | 0.06%             | 2032-04-07      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| Canadian Imperial Bank of Commerce                                                   | CM 5.245 01/13/31               | CUSIP: 13607PVQ4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    800000 | PA      | $815247.72    | 0.07%             | 2031-01-13      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Canadian National Railway Company                                                    | CNRCN 3.85 08/05/32             | CUSIP: 136375DC3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $561797.96    | 0.05%             | 2032-08-05      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| Canadian Natural Resources Limited                                                   | CNQCN 6 1/4 03/15/38            | CUSIP: 136385AL5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $604425.70    | 0.05%             | 2038-03-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Canadian Natural Resources Limited                                                   | CNQCN 5 12/15/29                | CUSIP: 136385BB6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $597748.89    | 0.05%             | 2029-12-15      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| Canadian Pacific Railway Company                                                     | CP 3 12/02/41                   | CUSIP: 13645RBG8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    800000 | PA      | $574442.07    | 0.05%             | 2041-12-02      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Canadian Pacific Railway Company                                                     | CP 3.1 12/02/51                 | CUSIP: 13645RBH6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $647653.03    | 0.05%             | 2051-12-02      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| Cardinal Health, Inc.                                                                | CAH 5.35 11/15/34               | CUSIP: 14149YBS6<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501610.67    | 0.04%             | 2034-11-15      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| Carrier Global Corporation                                                           | CARR 2.7 02/15/31               | CUSIP: 14448CAL8<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $987894.22    | 0.08%             | 2031-02-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| Carrier Global Corporation                                                           | CARR 2.722 02/15/30             | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1199378.06   | 0.10%             | 2030-02-15      | Fixed         | 2.72%                 | No            | 2                  | On Loan: No      |
| Caterpillar Inc                                                                      | CAT 3.803 08/15/42              | CUSIP: 149123CB5<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    800000 | PA      | $654251.62    | 0.05%             | 2042-08-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Caterpillar Inc                                                                      | CAT 3 1/4 09/19/49              | CUSIP: 149123CF6<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    900000 | PA      | $625928.16    | 0.05%             | 2049-09-19      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Centene Corp.                                                                        | CNC 4 5/8 12/15/29              | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    900000 | PA      | $866855.66    | 0.07%             | 2029-12-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Centene Corp.                                                                        | CNC 2 1/2 03/01/31              | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    600000 | PA      | $509023.99    | 0.04%             | 2031-03-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Centene Corp.                                                                        | CNC 2.45 07/15/28               | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $919534.80    | 0.07%             | 2028-07-15      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| Centene Corp.                                                                        | CNC 2 5/8 08/01/31              | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    500000 | PA      | $422459.75    | 0.03%             | 2031-08-01      | Fixed         | 2.62%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR 6.384 10/23/35             | CUSIP: 161175AZ7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    900000 | PA      | $910057.54    | 0.07%             | 2035-10-23      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR 6.484 10/23/45             | CUSIP: 161175BA1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1304131.88   | 0.11%             | 2045-10-23      | Fixed         | 6.48%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR 5 3/8 05/01/47             | CUSIP: 161175BL7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $975066.85    | 0.08%             | 2047-05-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR 5 3/4 04/01/48             | CUSIP: 161175BN3<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $938685.13    | 0.08%             | 2048-04-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR 4.8 03/01/50               | CUSIP: 161175BT0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1044327.17   | 0.08%             | 2050-03-01      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR 3.7 04/01/51               | CUSIP: 161175BV5<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $743178.73    | 0.06%             | 2051-04-01      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR 3.9 06/01/52               | CUSIP: 161175CA0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $824903.65    | 0.07%             | 2052-06-01      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR 4.4 12/01/61               | CUSIP: 161175CC6<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    600000 | PA      | $390809.69    | 0.03%             | 2061-12-01      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR 6.65 02/01/34              | CUSIP: 161175CP7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    600000 | PA      | $622509.08    | 0.05%             | 2034-02-01      | Fixed         | 6.65%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR 6.1 06/01/29               | CUSIP: 161175CQ5<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1034435.28   | 0.08%             | 2029-06-01      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR 6.55 06/01/34              | CUSIP: 161175CR3<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    600000 | PA      | $618282.98    | 0.05%             | 2034-06-01      | Fixed         | 6.55%                 | No            | 2                  | On Loan: No      |
| Cheniere Energy Partners Lp                                                          | CQP 4 1/2 10/01/29              | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    500000 | PA      | $488085.72    | 0.04%             | 2029-10-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Cheniere Energy Partners Lp                                                          | CQP 5.95 06/30/33               | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    700000 | PA      | $714643.91    | 0.06%             | 2033-06-30      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Cheniere Energy Partners Lp                                                          | CQP 5 3/4 08/15/34              | CUSIP: 16411QAS0<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500974.48    | 0.04%             | 2034-08-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Cheniere Energy Inc                                                                  | LNG 4 5/8 10/15/28              | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    900000 | PA      | $890754.37    | 0.07%             | 2028-10-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Cheniere Energy Inc                                                                  | LNG 5.65 04/15/34               | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497480.91    | 0.04%             | 2034-04-15      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| Cheniere Corpus Christi Holdings, LLC                                                | CHCOCH 3.7 11/15/29             | CUSIP: 16412XAJ4<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    600000 | PA      | $572934.07    | 0.05%             | 2029-11-15      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Expand Energy Corp.                                                                  | EXE 5.7 01/15/35                | CUSIP: 165167DH7<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    500000 | PA      | $493442.15    | 0.04%             | 2035-01-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| Chevron USA Inc                                                                      | CVX 4.98 04/15/35               | CUSIP: 166756BF2<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    700000 | PA      | $699555.60    | 0.06%             | 2035-04-15      | Fixed         | 4.98%                 | No            | 2                  | On Loan: No      |
| Chubb INA Holdings Inc                                                               | CB 6 05/11/37                   | CUSIP: 171232AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $641218.27    | 0.05%             | 2037-05-11      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Chubb INA Holdings Inc                                                               | CB 5 03/15/34                   | CUSIP: 171239AK2<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    800000 | PA      | $800699.10    | 0.06%             | 2034-03-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Cisco Systems, Inc.                                                                  | CSCO 5.9 02/15/39               | CUSIP: 17275RAD4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    700000 | PA      | $745827.85    | 0.06%             | 2039-02-15      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| Cisco Systems, Inc.                                                                  | CSCO 5 1/2 01/15/40             | CUSIP: 17275RAF9<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    800000 | PA      | $815629.26    | 0.07%             | 2040-01-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Cisco Systems, Inc.                                                                  | CSCO 4.95 02/26/31              | CUSIP: 17275RBS0<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    800000 | PA      | $821805.82    | 0.07%             | 2031-02-26      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Cisco Systems, Inc.                                                                  | CSCO 5.05 02/26/34              | CUSIP: 17275RBT8<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    900000 | PA      | $909940.16    | 0.07%             | 2034-02-26      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| Cisco Systems, Inc.                                                                  | CSCO 5.3 02/26/54               | CUSIP: 17275RBU5<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1051753.13   | 0.09%             | 2054-02-26      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc.                                                                       | C 6.675 09/13/43                | CUSIP: 172967HA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    700000 | PA      | $740066.05    | 0.06%             | 2043-09-13      | Fixed         | 6.67%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc.                                                                       | C 4 3/4 05/18/46                | CUSIP: 172967KR1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    900000 | PA      | $745737.52    | 0.06%             | 2046-05-18      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc.                                                                       | C 4 1/8 07/25/28                | CUSIP: 172967KU4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    900000 | PA      | $889595.40    | 0.07%             | 2028-07-25      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc.                                                                       | C 4.075 04/23/29                | CUSIP: 172967LW9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    700000 | PA      | $691616.56    | 0.06%             | 2029-04-23      | Fixed         | 4.08%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc.                                                                       | C 4.65 07/23/48                 | CUSIP: 172967MD0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    900000 | PA      | $756793.23    | 0.06%             | 2048-07-23      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc.                                                                       | C 3.98 03/20/30                 | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    500000 | PA      | $486130.31    | 0.04%             | 2030-03-20      | Fixed         | 3.98%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc.                                                                       | C 2.666 01/29/31                | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    800000 | PA      | $725753.26    | 0.06%             | 2031-01-29      | Fixed         | 2.67%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc.                                                                       | C 5.316 03/26/41                | CUSIP: 172967MM0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    700000 | PA      | $670976.19    | 0.05%             | 2041-03-26      | Fixed         | 5.32%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc.                                                                       | C 4.412 03/31/31                | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1274923.48   | 0.10%             | 2031-03-31      | Fixed         | 4.41%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc.                                                                       | C 2.572 06/03/31                | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1252103.85   | 0.10%             | 2031-06-03      | Fixed         | 2.57%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc.                                                                       | C 2.561 05/01/32                | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $960467.53    | 0.08%             | 2032-05-01      | Fixed         | 2.56%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc.                                                                       | C 2.52 11/03/32                 | CUSIP: 172967NE7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    700000 | PA      | $602190.83    | 0.05%             | 2032-11-03      | Fixed         | 2.52%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc.                                                                       | C 2.904 11/03/42                | CUSIP: 172967NF4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    800000 | PA      | $553705.90    | 0.04%             | 2042-11-03      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc.                                                                       | C 4.91 05/24/33                 | CUSIP: 172967NU1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    800000 | PA      | $785886.18    | 0.06%             | 2033-05-24      | Fixed         | 4.91%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc.                                                                       | C 6.27 11/17/33                 | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1059006.88   | 0.09%             | 2033-11-17      | Fixed         | 6.27%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc.                                                                       | C 5.174 02/13/30                | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    800000 | PA      | $811013.41    | 0.07%             | 2030-02-13      | Fixed         | 5.17%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc.                                                                       | C 2.976 11/05/30                | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    600000 | PA      | $556258.58    | 0.05%             | 2030-11-05      | Fixed         | 2.98%                 | No            | 2                  | On Loan: No      |
| Citibank, N.A.                                                                       | C 5.57 04/30/34                 | CUSIP: 17325FBG2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    900000 | PA      | $927862.51    | 0.08%             | 2034-04-30      | Fixed         | 5.57%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc.                                                                       | C 3.057 01/25/33                | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $877760.44    | 0.07%             | 2033-01-25      | Fixed         | 3.06%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc.                                                                       | C 4.542 09/19/30                | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    700000 | PA      | $692144.33    | 0.06%             | 2030-09-19      | Fixed         | 4.54%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc.                                                                       | C 5.612 03/04/56                | CUSIP: 17327CAY9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    700000 | PA      | $670376.03    | 0.05%             | 2056-03-04      | Fixed         | 5.61%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc.                                                                       | C 5.333 03/27/36                | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1090238.78   | 0.09%             | 2036-03-27      | Fixed         | 5.33%                 | No            | 2                  | On Loan: No      |
| Citizens Financial Group Inc                                                         | CFG 3 1/4 04/30/30              | CUSIP: 174610AT2<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    600000 | PA      | $550062.80    | 0.04%             | 2030-04-30      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Citizens Financial Group Inc                                                         | CFG 5.841 01/23/30              | CUSIP: 174610BF1<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    400000 | PA      | $409046.92    | 0.03%             | 2030-01-23      | Fixed         | 5.84%                 | No            | 2                  | On Loan: No      |
| Citizens Financial Group Inc                                                         | CFG 5.253 03/05/31              | CUSIP: 174610BJ3<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500240.86    | 0.04%             | 2031-03-05      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Coca-Cola Co (The)                                                                   | KO 3.45 03/25/30                | CUSIP: 191216CT5<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    500000 | PA      | $484932.04    | 0.04%             | 2030-03-25      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| Coca-Cola Co (The)                                                                   | KO 1.65 06/01/30                | CUSIP: 191216CV0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    800000 | PA      | $705520.65    | 0.06%             | 2030-06-01      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| Coca-Cola Co (The)                                                                   | KO 2 1/2 06/01/40               | CUSIP: 191216CW8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    800000 | PA      | $576472.84    | 0.05%             | 2040-06-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Coca-Cola Co (The)                                                                   | KO 2.6 06/01/50                 | CUSIP: 191216CX6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $612932.59    | 0.05%             | 2050-06-01      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| Coca-Cola Co (The)                                                                   | KO 3 03/05/51                   | CUSIP: 191216DL1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    800000 | PA      | $529736.64    | 0.04%             | 2051-03-05      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Coca-Cola Co (The)                                                                   | KO 2 1/4 01/05/32               | CUSIP: 191216DP2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    600000 | PA      | $527366.77    | 0.04%             | 2032-01-05      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Coca-Cola Co (The)                                                                   | KO 5.3 05/13/54                 | CUSIP: 191216DS6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    500000 | PA      | $484366.27    | 0.04%             | 2054-05-13      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| Coca-Cola Co (The)                                                                   | KO 5.4 05/13/64                 | CUSIP: 191216DT4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    500000 | PA      | $483892.85    | 0.04%             | 2064-05-13      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Coca-Cola Co (The)                                                                   | KO 5.2 01/14/55                 | CUSIP: 191216DZ0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    500000 | PA      | $476795.41    | 0.04%             | 2055-01-14      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Comcast Corporation                                                                  | CMCSA 4 1/4 01/15/33            | CUSIP: 20030NBH3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    500000 | PA      | $477632.30    | 0.04%             | 2033-01-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Comcast Corporation                                                                  | CMCSA 4.2 08/15/34              | CUSIP: 20030NBM2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    600000 | PA      | $561650.08    | 0.05%             | 2034-08-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Comcast Corporation                                                                  | CMCSA 3.2 07/15/36              | CUSIP: 20030NBT7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    700000 | PA      | $579202.79    | 0.05%             | 2036-07-15      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| Comcast Corporation                                                                  | CMCSA 3.4 07/15/46              | CUSIP: 20030NBU4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $776847.42    | 0.06%             | 2046-07-15      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| Comcast Corporation                                                                  | CMCSA 4 08/15/47                | CUSIP: 20030NBZ3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $761623.53    | 0.06%             | 2047-08-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Comcast Corporation                                                                  | CMCSA 3.969 11/01/47            | CUSIP: 20030NCC3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $836270.24    | 0.07%             | 2047-11-01      | Fixed         | 3.97%                 | No            | 2                  | On Loan: No      |
| Comcast Corporation                                                                  | CMCSA 3.999 11/01/49            | CUSIP: 20030NCE9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $829717.88    | 0.07%             | 2049-11-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Comcast Corporation                                                                  | CMCSA 3.9 03/01/38              | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $856319.49    | 0.07%             | 2038-03-01      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Comcast Corporation                                                                  | CMCSA 4.15 10/15/28             | CUSIP: 20030NCT6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1196616.24   | 0.10%             | 2028-10-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| Comcast Corporation                                                                  | CMCSA 4 1/4 10/15/30            | CUSIP: 20030NCU3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    500000 | PA      | $493502.85    | 0.04%             | 2030-10-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Comcast Corporation                                                                  | CMCSA 3 1/4 11/01/39            | CUSIP: 20030NCY5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    600000 | PA      | $463755.05    | 0.04%             | 2039-11-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Comcast Corporation                                                                  | CMCSA 3.45 02/01/50             | CUSIP: 20030NCZ2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $815421.64    | 0.07%             | 2050-02-01      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| Comcast Corporation                                                                  | CMCSA 3.4 04/01/30              | CUSIP: 20030NDG3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    900000 | PA      | $857930.05    | 0.07%             | 2030-04-01      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| Comcast Corporation                                                                  | CMCSA 3 3/4 04/01/40            | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    900000 | PA      | $737357.91    | 0.06%             | 2040-04-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Comcast Corporation                                                                  | CMCSA 1.95 01/15/31             | CUSIP: 20030NDM0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    700000 | PA      | $607508.55    | 0.05%             | 2031-01-15      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| Comcast Corporation                                                                  | CMCSA 1 1/2 02/15/31            | CUSIP: 20030NDN8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    500000 | PA      | $422054.26    | 0.03%             | 2031-02-15      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Comcast Corporation                                                                  | CMCSA 2.887 11/01/51            | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $1809180.99   | 0.15%             | 2051-11-01      | Fixed         | 2.89%                 | No            | 2                  | On Loan: No      |
| Comcast Corporation                                                                  | CMCSA 5 1/2 11/15/32            | CUSIP: 20030NEB3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103875.53    | 0.01%             | 2032-11-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Comcast Corporation                                                                  | CMCSA 4.65 02/15/33             | CUSIP: 20030NEC1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    500000 | PA      | $490783.03    | 0.04%             | 2033-02-15      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| Comcast Corporation                                                                  | CMCSA 4.8 05/15/33              | CUSIP: 20030NEE7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    600000 | PA      | $592042.64    | 0.05%             | 2033-05-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Comcast Corporation                                                                  | CMCSA 5.35 05/15/53             | CUSIP: 20030NEF4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    600000 | PA      | $552129.34    | 0.04%             | 2053-05-15      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| Conagra Brands Inc                                                                   | CAG 4.85 11/01/28               | CUSIP: 205887CC4<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    900000 | PA      | $905360.12    | 0.07%             | 2028-11-01      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| Conagra Brands Inc                                                                   | CAG 5.3 11/01/38                | CUSIP: 205887CD2<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    700000 | PA      | $661781.95    | 0.05%             | 2038-11-01      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| ConocoPhillips Co.                                                                   | COP 3.8 03/15/52                | CUSIP: 20826FAV8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    700000 | PA      | $500547.60    | 0.04%             | 2052-03-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| ConocoPhillips Co.                                                                   | COP 5.05 09/15/33               | CUSIP: 20826FBF2<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    700000 | PA      | $700296.99    | 0.06%             | 2033-09-15      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| ConocoPhillips Co.                                                                   | COP 5 1/2 01/15/55              | CUSIP: 20826FBM7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    600000 | PA      | $557651.83    | 0.05%             | 2055-01-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Consolidated Edison Company of New York, Inc.                                        | ED 5.9 11/15/53                 | CUSIP: 209111GG2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    700000 | PA      | $706442.37    | 0.06%             | 2053-11-15      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| Consolidated Edison Company of New York, Inc.                                        | ED 5.7 05/15/54                 | CUSIP: 209111GK3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    800000 | PA      | $787975.60    | 0.06%             | 2054-05-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| Constellation Brands, Inc.                                                           | STZ 3.15 08/01/29               | CUSIP: 21036PBE7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    600000 | PA      | $564531.46    | 0.05%             | 2029-08-01      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| Constellation Brands, Inc.                                                           | STZ 2 1/4 08/01/31              | CUSIP: 21036PBH0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    700000 | PA      | $598261.83    | 0.05%             | 2031-08-01      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Constellation Energy Generation LLC                                                  | CEG 6 1/2 10/01/53              | CUSIP: 210385AE0<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    600000 | PA      | $623046.96    | 0.05%             | 2053-10-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Constellation Energy Generation LLC                                                  | CEG 5 3/4 03/15/54              | CUSIP: 210385AF7<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    600000 | PA      | $568481.27    | 0.05%             | 2054-03-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Cooperatieve Rabobank U.A.                                                           | RABOBK 5 3/4 12/01/43           | CUSIP: 21684AAB2<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    800000 | PA      | $775514.50    | 0.06%             | 2043-12-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Corebridge Financial Inc.                                                            | CRBG 3.9 04/05/32               | CUSIP: 21871XAH2<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    800000 | PA      | $736552.72    | 0.06%             | 2032-04-05      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Corebridge Financial Inc.                                                            | CRBG 4.4 04/05/52               | CUSIP: 21871XAM1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    700000 | PA      | $546923.41    | 0.04%             | 2052-04-05      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Corning Incorporated                                                                 | GLW 4 3/8 11/15/57              | CUSIP: 219350BF1<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    700000 | PA      | $542063.91    | 0.04%             | 2057-11-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Costco Wholesale Corporation                                                         | COST 1.6 04/20/30               | CUSIP: 22160KAP0<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |    900000 | PA      | $797612.96    | 0.06%             | 2030-04-20      | Fixed         | 1.60%                 | No            | 2                  | On Loan: No      |
| Crown Castle Inc.                                                                    | CCI 2 1/4 01/15/31              | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    700000 | PA      | $603762.40    | 0.05%             | 2031-01-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Crown Castle Inc.                                                                    | CCI 2.1 04/01/31                | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    800000 | PA      | $679125.14    | 0.06%             | 2031-04-01      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| Crown Castle Inc.                                                                    | CCI 5.8 03/01/34                | CUSIP: 22822VBE0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    700000 | PA      | $716307.42    | 0.06%             | 2034-03-01      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| Cummins Inc.                                                                         | CMI 5.45 02/20/54               | CUSIP: 231021AX4<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    500000 | PA      | $478497.49    | 0.04%             | 2054-02-20      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| DH Europe Finance II SARL                                                            | DHR 2.6 11/15/29                | CUSIP: 23291KAH8<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |   1200000 | PA      | $1112504.83   | 0.09%             | 2029-11-15      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| DTE Energy Co.                                                                       | DTE 4 7/8 06/01/28              | CUSIP: 233331BJ5<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    900000 | PA      | $908367.33    | 0.07%             | 2028-06-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Mercedes Benz North America Corp.                                                    | MBGGR 8 1/2 01/18/31            | CUSIP: 233835AQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $590216.90    | 0.05%             | 2031-01-18      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Danaher Corporation                                                                  | DHR 2.8 12/10/51                | CUSIP: 235851AW2<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |    800000 | PA      | $491684.30    | 0.04%             | 2051-12-10      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| Deere & Company                                                                      | DE 5.7 01/19/55                 | CUSIP: 244199BM6<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    500000 | PA      | $515892.08    | 0.04%             | 2055-01-19      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| John Deere Capital Corp.                                                             | DE 4.85 06/11/29                | CUSIP: 24422EXT1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    600000 | PA      | $614149.57    | 0.05%             | 2029-06-11      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| John Deere Capital Corp.                                                             | DE 5.05 06/12/34                | CUSIP: 24422EXU8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    900000 | PA      | $906436.27    | 0.07%             | 2034-06-12      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| John Deere Capital Corp.                                                             | DE 4.4 09/08/31                 | CUSIP: 24422EXX2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    700000 | PA      | $697924.92    | 0.06%             | 2031-09-08      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Dell International L.L.C. and EMC Corporation                                        | DELL 5 3/4 02/01/33             | CUSIP: 24703DBL4<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    500000 | PA      | $517153.37    | 0.04%             | 2033-02-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Dell International L.L.C. and EMC Corporation                                        | DELL 5.4 04/15/34               | CUSIP: 24703DBN0<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498942.93    | 0.04%             | 2034-04-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Dell International L.L.C. and EMC Corporation                                        | DELL 5.3 10/01/29               | CUSIP: 24703TAG1<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    500000 | PA      | $509730.95    | 0.04%             | 2029-10-01      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| Dell International L.L.C. and EMC Corporation                                        | DELL 5 04/01/30                 | CUSIP: 24703TAM8<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502376.21    | 0.04%             | 2030-04-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Dell International L.L.C. and EMC Corporation                                        | DELL 5 1/2 04/01/35             | CUSIP: 24703TAP1<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    500000 | PA      | $491255.38    | 0.04%             | 2035-04-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank AG New York Branch                                                     | DB 3.547 09/18/31               | CUSIP: 251526CD9<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |    800000 | PA      | $738671.09    | 0.06%             | 2031-09-18      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank AG New York Branch                                                     | DB 5.414 05/10/29               | CUSIP: 251526CW7<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |    500000 | PA      | $514656.51    | 0.04%             | 2029-05-10      | Fixed         | 5.41%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank AG New York Branch                                                     | DB 5.403 09/11/35               | CUSIP: 251526CY3<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |    500000 | PA      | $487463.90    | 0.04%             | 2035-09-11      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Deutsche Telekom International Finance B.V.                                          | DT 8 1/4 06/15/30               | CUSIP: 25156PAC7<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |   1200000 | PA      | $1410433.39   | 0.11%             | 2030-06-15      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| Devon Energy Corporation                                                             | DVN 4 3/4 05/15/42              | CUSIP: 25179MAN3<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    800000 | PA      | $634824.58    | 0.05%             | 2042-05-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Devon Energy Corporation                                                             | DVN 5.2 09/15/34                | CUSIP: 25179MBG7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    700000 | PA      | $654578.71    | 0.05%             | 2034-09-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Diageo Capital PLC                                                                   | DGELN 5 1/2 01/24/33            | CUSIP: 25243YBH1<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $513257.26    | 0.04%             | 2033-01-24      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Diageo Capital PLC                                                                   | DGELN 5 5/8 10/05/33            | CUSIP: 25243YBN8<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $519224.13    | 0.04%             | 2033-10-05      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Diamondback Energy Inc                                                               | FANG 3 1/8 03/24/31             | CUSIP: 25278XAR0<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    800000 | PA      | $722293.02    | 0.06%             | 2031-03-24      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| Diamondback Energy Inc                                                               | FANG 5 3/4 04/18/54             | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    700000 | PA      | $626644.15    | 0.05%             | 2054-04-18      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Diamondback Energy Inc                                                               | FANG 5.55 04/01/35              | CUSIP: 25278XBC2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    900000 | PA      | $883700.15    | 0.07%             | 2035-04-01      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| Walt Disney Company                                                                  | DIS 6.65 11/15/37               | CUSIP: 254687EH5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    500000 | PA      | $563580.81    | 0.05%             | 2037-11-15      | Fixed         | 6.65%                 | No            | 2                  | On Loan: No      |
| Walt Disney Company                                                                  | DIS 2 09/01/29                  | CUSIP: 254687FL5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    600000 | PA      | $547487.86    | 0.04%             | 2029-09-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Walt Disney Company                                                                  | DIS 2 3/4 09/01/49              | CUSIP: 254687FM3<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $685057.03    | 0.06%             | 2049-09-01      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Walt Disney Company                                                                  | DIS 3.8 03/22/30                | CUSIP: 254687FQ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    600000 | PA      | $586702.85    | 0.05%             | 2030-03-22      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Walt Disney Company                                                                  | DIS 2.65 01/13/31               | CUSIP: 254687FX9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    600000 | PA      | $547030.86    | 0.04%             | 2031-01-13      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| Walt Disney Company                                                                  | DIS 3 1/2 05/13/40              | CUSIP: 254687FY7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $808979.08    | 0.07%             | 2040-05-13      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Walt Disney Company                                                                  | DIS 3.6 01/13/51                | CUSIP: 254687FZ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $728167.51    | 0.06%             | 2051-01-13      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| Dominion Energy Inc                                                                  | D 2 1/4 08/15/31                | CUSIP: 25746UDL0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    900000 | PA      | $769243.91    | 0.06%             | 2031-08-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Dominion Energy Inc                                                                  | D 5 06/15/30                    | CUSIP: 25746UDW6<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    700000 | PA      | $706633.80    | 0.06%             | 2030-06-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Dow Chemical Co. (The)                                                               | DOW 4 3/8 11/15/42              | CUSIP: 260543CG6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $786545.14    | 0.06%             | 2042-11-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Dow Chemical Co. (The)                                                               | DOW 3.6 11/15/50                | CUSIP: 260543DD2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    800000 | PA      | $524772.09    | 0.04%             | 2050-11-15      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| Dow Chemical Co. (The)                                                               | DOW 6.9 05/15/53                | CUSIP: 260543DH3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    500000 | PA      | $523451.27    | 0.04%             | 2053-05-15      | Fixed         | 6.90%                 | No            | 2                  | On Loan: No      |
| Dupont De Nemours Inc                                                                | DD 4.725 11/15/28               | CUSIP: 26078JAD2<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    800000 | PA      | $808537.46    | 0.07%             | 2028-11-15      | Fixed         | 4.72%                 | No            | 2                  | On Loan: No      |
| Dupont De Nemours Inc                                                                | DD 5.419 11/15/48               | CUSIP: 26078JAF7<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    900000 | PA      | $879728.28    | 0.07%             | 2048-11-15      | Fixed         | 5.42%                 | No            | 2                  | On Loan: No      |
| Dreyfus Treasury Obligations Cash Management                                         | DREY-T O C/M-INS                | CUSIP: 261908107<br>LEI: 549300MKKM9KT7BF6329 | Long             | STIV             | RF                | US        | 220048745 | PA      | $220048745.16 | 17.82%            |  |  |  | No            | 1                  | On Loan: No      |
| Duke Energy Corp                                                                     | DUK 3 3/4 09/01/46              | CUSIP: 26441CAT2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $723465.20    | 0.06%             | 2046-09-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Duke Energy Corp                                                                     | DUK 2.45 06/01/30               | CUSIP: 26441CBH7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    900000 | PA      | $807454.30    | 0.07%             | 2030-06-01      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| Duke Energy Corp                                                                     | DUK 5.45 06/15/34               | CUSIP: 26441CCE3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    700000 | PA      | $710714.37    | 0.06%             | 2034-06-15      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| Duke Energy Carolinas  LLC                                                           | DUK 4.95 01/15/33               | CUSIP: 26442CBJ2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    800000 | PA      | $803943.89    | 0.07%             | 2033-01-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Duke Energy Carolinas  LLC                                                           | DUK 5.35 01/15/53               | CUSIP: 26442CBK9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    500000 | PA      | $471227.77    | 0.04%             | 2053-01-15      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| Duke Energy Carolinas  LLC                                                           | DUK 5.4 01/15/54                | CUSIP: 26442CBL7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    500000 | PA      | $477338.34    | 0.04%             | 2054-01-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| EOG Resources Inc.                                                                   | EOG 5.65 12/01/54               | CUSIP: 26875PAW1<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    600000 | PA      | $570687.24    | 0.05%             | 2054-12-01      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| Eastman Chemical Company                                                             | EMN 5 08/01/29                  | CUSIP: 277432AZ3<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1207994.71   | 0.10%             | 2029-08-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Eaton Corp.                                                                          | ETN 4.15 03/15/33               | CUSIP: 278062AH7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1054870.91   | 0.09%             | 2033-03-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| eBay Inc.                                                                            | EBAY 4 07/15/42                 | CUSIP: 278642AF0<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    700000 | PA      | $555033.47    | 0.04%             | 2042-07-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Elevance Health Inc.                                                                 | ELV 5 1/8 02/15/53              | CUSIP: 28622HAC5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    900000 | PA      | $796093.79    | 0.06%             | 2053-02-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Emerson Electric Co.                                                                 | EMR 2.2 12/21/31                | CUSIP: 291011BR4<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $869947.39    | 0.07%             | 2031-12-21      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| Enbridge Inc.                                                                        | ENBCN 3 1/8 11/15/29            | CUSIP: 29250NAZ8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $467371.71    | 0.04%             | 2029-11-15      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| Enbridge Inc.                                                                        | ENBCN 3.4 08/01/51              | CUSIP: 29250NBE4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    800000 | PA      | $520912.97    | 0.04%             | 2051-08-01      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| Enbridge Inc.                                                                        | ENBCN 5.7 03/08/33              | CUSIP: 29250NBR5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    800000 | PA      | $815722.78    | 0.07%             | 2033-03-08      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| Enbridge Inc.                                                                        | ENBCN 6 11/15/28                | CUSIP: 29250NBX2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $627476.86    | 0.05%             | 2028-11-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Enbridge Inc.                                                                        | ENBCN 6.2 11/15/30              | CUSIP: 29250NBY0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $424546.80    | 0.03%             | 2030-11-15      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| Enbridge Inc.                                                                        | ENBCN 6.7 11/15/53              | CUSIP: 29250NBZ7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $633319.89    | 0.05%             | 2053-11-15      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| Enbridge Inc.                                                                        | ENBCN 5 5/8 04/05/34            | CUSIP: 29250NCC7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $504536.55    | 0.04%             | 2034-04-05      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                                                   | ET 6 1/8 12/15/45               | CUSIP: 29273RBJ7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    700000 | PA      | $663892.13    | 0.05%             | 2045-12-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                                                   | ET 6.4 12/01/30                 | CUSIP: 29273VAT7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    500000 | PA      | $531150.72    | 0.04%             | 2030-12-01      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                                                   | ET 6.55 12/01/33                | CUSIP: 29273VAU4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    600000 | PA      | $633540.92    | 0.05%             | 2033-12-01      | Fixed         | 6.55%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                                                   | ET 5.95 05/15/54                | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    600000 | PA      | $544500.41    | 0.04%             | 2054-05-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                                                   | ET 5.6 09/01/34                 | CUSIP: 29273VBA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    600000 | PA      | $594198.43    | 0.05%             | 2034-09-01      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                                                   | ET 6.05 09/01/54                | CUSIP: 29273VBB5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    500000 | PA      | $458366.28    | 0.04%             | 2054-09-01      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                                                   | ET 6 06/15/48                   | CUSIP: 29278NAE3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    600000 | PA      | $553175.05    | 0.04%             | 2048-06-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                                                   | ETP 4.95 06/15/28               | CUSIP: 29278NAF0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    800000 | PA      | $807288.63    | 0.07%             | 2028-06-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                                                   | ET 5 1/4 04/15/29               | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505998.82    | 0.04%             | 2029-04-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                                                   | ET 5 05/15/50                   | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    800000 | PA      | $640775.86    | 0.05%             | 2050-05-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                                                   | ET 6 1/4 04/15/49               | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    700000 | PA      | $664414.74    | 0.05%             | 2049-04-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Entergy Louisiana LLC                                                                | ETR 5.8 03/15/55                | CUSIP: 29364WBQ0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    500000 | PA      | $492717.26    | 0.04%             | 2055-03-15      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| Enterprise Products Operating LLC                                                    | EPD 4.85 03/15/44               | CUSIP: 29379VBA0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    900000 | PA      | $796588.36    | 0.06%             | 2044-03-15      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| Enterprise Products Operating LLC                                                    | EPD 5.1 02/15/45                | CUSIP: 29379VBC6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    900000 | PA      | $818790.03    | 0.07%             | 2045-02-15      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| Enterprise Products Operating LLC                                                    | EPD 4 1/4 02/15/48              | CUSIP: 29379VBQ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $876207.32    | 0.07%             | 2048-02-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Enterprise Products Operating LLC                                                    | EPD 2.8 01/31/30                | CUSIP: 29379VBX0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    700000 | PA      | $651724.21    | 0.05%             | 2030-01-31      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| Enterprise Products Operating LLC                                                    | EPD 3.2 02/15/52                | CUSIP: 29379VCA9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    800000 | PA      | $515488.74    | 0.04%             | 2052-02-15      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| Enterprise Products Operating LLC                                                    | EPD 3.3 02/15/53                | CUSIP: 29379VCB7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    700000 | PA      | $455625.28    | 0.04%             | 2053-02-15      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| Enterprise Products Operating LLC                                                    | EPD 5.35 01/31/33               | CUSIP: 29379VCD3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    600000 | PA      | $612139.63    | 0.05%             | 2033-01-31      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| Enterprise Products Operating LLC                                                    | EPD 4.95 02/15/35               | CUSIP: 29379VCG6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    700000 | PA      | $685723.04    | 0.06%             | 2035-02-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Enterprise Products Operating LLC                                                    | EPD 5.55 02/16/55               | CUSIP: 29379VCH4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    700000 | PA      | $659092.22    | 0.05%             | 2055-02-16      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| Equinix, Inc.                                                                        | EQIX 2.15 07/15/30              | CUSIP: 29444UBH8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    800000 | PA      | $706716.49    | 0.06%             | 2030-07-15      | Fixed         | 2.15%                 | No            | 2                  | On Loan: No      |
| Equinix, Inc.                                                                        | EQIX 2 1/2 05/15/31             | CUSIP: 29444UBS4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    800000 | PA      | $699688.43    | 0.06%             | 2031-05-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Exelon Corp.                                                                         | EXC 4.05 04/15/30               | CUSIP: 30161NAX9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    900000 | PA      | $876695.31    | 0.07%             | 2030-04-15      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| Exelon Corp.                                                                         | EXC 4.7 04/15/50                | CUSIP: 30161NAY7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    900000 | PA      | $743615.83    | 0.06%             | 2050-04-15      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| Expedia Group Inc                                                                    | EXPE 5.4 02/15/35               | CUSIP: 30212PBL8<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    600000 | PA      | $589792.91    | 0.05%             | 2035-02-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Exxon Mobil Corp.                                                                    | XOM 4.114 03/01/46              | CUSIP: 30231GAW2<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $975281.63    | 0.08%             | 2046-03-01      | Fixed         | 4.11%                 | No            | 2                  | On Loan: No      |
| Exxon Mobil Corp.                                                                    | XOM 3.095 08/16/49              | CUSIP: 30231GAZ5<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    700000 | PA      | $465302.44    | 0.04%             | 2049-08-16      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| Exxon Mobil Corp.                                                                    | XOM 4.227 03/19/40              | CUSIP: 30231GBF8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    800000 | PA      | $707021.81    | 0.06%             | 2040-03-19      | Fixed         | 4.23%                 | No            | 2                  | On Loan: No      |
| Exxon Mobil Corp.                                                                    | XOM 4.327 03/19/50              | CUSIP: 30231GBG6<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    900000 | PA      | $740919.32    | 0.06%             | 2050-03-19      | Fixed         | 4.33%                 | No            | 2                  | On Loan: No      |
| Exxon Mobil Corp.                                                                    | XOM 3.452 04/15/51              | CUSIP: 30231GBM3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $701253.78    | 0.06%             | 2051-04-15      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| Meta Platforms Inc                                                                   | META 4.45 08/15/52              | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    900000 | PA      | $751413.70    | 0.06%             | 2052-08-15      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| Meta Platforms Inc                                                                   | META 4.65 08/15/62              | CUSIP: 30303M8K1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    600000 | PA      | $502544.37    | 0.04%             | 2062-08-15      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| Meta Platforms Inc                                                                   | META 4.95 05/15/33              | CUSIP: 30303M8N5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    500000 | PA      | $508487.07    | 0.04%             | 2033-05-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Meta Platforms Inc                                                                   | META 5.6 05/15/53               | CUSIP: 30303M8Q8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    800000 | PA      | $792341.67    | 0.06%             | 2053-05-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| Meta Platforms Inc                                                                   | META 5 3/4 05/15/63             | CUSIP: 30303M8R6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    600000 | PA      | $598927.80    | 0.05%             | 2063-05-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Meta Platforms Inc                                                                   | META 4 3/4 08/15/34             | CUSIP: 30303M8U9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    700000 | PA      | $696386.56    | 0.06%             | 2034-08-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Meta Platforms Inc                                                                   | META 5.4 08/15/54               | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $964914.41    | 0.08%             | 2054-08-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Meta Platforms Inc                                                                   | META 5.55 08/15/64              | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $965809.30    | 0.08%             | 2064-08-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| Fifth Third Bancorp                                                                  | FITB 4.772 07/28/30             | CUSIP: 316773DG2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497841.92    | 0.04%             | 2030-07-28      | Fixed         | 4.77%                 | No            | 2                  | On Loan: No      |
| Fifth Third Bancorp                                                                  | FITB 6.339 07/27/29             | CUSIP: 316773DK3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1152815.26   | 0.09%             | 2029-07-27      | Fixed         | 6.34%                 | No            | 2                  | On Loan: No      |
| Fifth Third Bancorp                                                                  | FITB 5.631 01/29/32             | CUSIP: 316773DL1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    600000 | PA      | $613824.58    | 0.05%             | 2032-01-29      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| Fiserv Inc.                                                                          | FI 3 1/2 07/01/29               | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1047490.59   | 0.08%             | 2029-07-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fiserv Inc.                                                                          | FISV 4.4 07/01/49               | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    800000 | PA      | $629996.16    | 0.05%             | 2049-07-01      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Fiserv Inc.                                                                          | FI 5.6 03/02/33                 | CUSIP: 337738BE7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    600000 | PA      | $611088.70    | 0.05%             | 2033-03-02      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| Fiserv Inc.                                                                          | FI 5.15 08/12/34                | CUSIP: 337738BN7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    600000 | PA      | $589219.05    | 0.05%             | 2034-08-12      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Florida Power & Light Co.                                                            | NEE 2 7/8 12/04/51              | CUSIP: 341081GE1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    800000 | PA      | $504671.40    | 0.04%             | 2051-12-04      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Florida Power & Light Co.                                                            | NEE 2.45 02/03/32               | CUSIP: 341081GG6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    600000 | PA      | $523233.10    | 0.04%             | 2032-02-03      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| Florida Power & Light Co.                                                            | NEE 5.3 04/01/53                | CUSIP: 341081GM3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    600000 | PA      | $570467.53    | 0.05%             | 2053-04-01      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| Florida Power & Light Co.                                                            | NEE 4.8 05/15/33                | CUSIP: 341081GQ4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    700000 | PA      | $696255.57    | 0.06%             | 2033-05-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Florida Power & Light Co.                                                            | NEE 5.3 06/15/34                | CUSIP: 341081GU5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    600000 | PA      | $614737.81    | 0.05%             | 2034-06-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| Ford Motor Company                                                                   | F 4 3/4 01/15/43                | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    900000 | PA      | $674169.03    | 0.05%             | 2043-01-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Ford Motor Company                                                                   | F 3 1/4 02/12/32                | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $817193.93    | 0.07%             | 2032-02-12      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Ford Motor Company                                                                   | F 6.1 08/19/32                  | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    900000 | PA      | $865708.67    | 0.07%             | 2032-08-19      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Company LLC                                                        | F 4 11/13/30                    | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    300000 | PA      | $266703.86    | 0.02%             | 2030-11-13      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Company LLC                                                        | F 7.35 03/06/30                 | CUSIP: 345397C68<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    700000 | PA      | $723335.63    | 0.06%             | 2030-03-06      | Fixed         | 7.35%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Company LLC                                                        | F 6.798 11/07/28                | CUSIP: 345397D59<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    900000 | PA      | $917738.04    | 0.07%             | 2028-11-07      | Fixed         | 6.80%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Company LLC                                                        | F 7.122 11/07/33                | CUSIP: 345397D67<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201227.29    | 0.02%             | 2033-11-07      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Company LLC                                                        | F 6.05 03/05/31                 | CUSIP: 345397E25<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    500000 | PA      | $488260.18    | 0.04%             | 2031-03-05      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Company LLC                                                        | F 5.8 03/08/29                  | CUSIP: 345397E58<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    800000 | PA      | $784163.90    | 0.06%             | 2029-03-08      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Company LLC                                                        | F 6 1/8 03/08/34                | CUSIP: 345397E66<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    800000 | PA      | $756160.36    | 0.06%             | 2034-03-08      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Company LLC                                                        | F 6.054 11/05/31                | CUSIP: 345397G31<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    300000 | PA      | $290720.15    | 0.02%             | 2031-11-05      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Company LLC                                                        | F 5 7/8 11/07/29                | CUSIP: 345397G49<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    700000 | PA      | $688021.71    | 0.06%             | 2029-11-07      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Company LLC                                                        | F 5.113 05/03/29                | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    600000 | PA      | $575274.94    | 0.05%             | 2029-05-03      | Fixed         | 5.11%                 | No            | 2                  | On Loan: No      |
| Fox Corporation                                                                      | FOXA 5.476 01/25/39             | CUSIP: 35137LAJ4<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    600000 | PA      | $575511.38    | 0.05%             | 2039-01-25      | Fixed         | 5.48%                 | No            | 2                  | On Loan: No      |
| Fox Corporation                                                                      | FOXA 5.576 01/25/49             | CUSIP: 35137LAK1<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    700000 | PA      | $639397.55    | 0.05%             | 2049-01-25      | Fixed         | 5.58%                 | No            | 2                  | On Loan: No      |
| Orange S.A.                                                                          | ORAFP 8 1/2 03/01/31            | CUSIP: 35177PAL1<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |   1100000 | PA      | $1335809.45   | 0.11%             | 2031-03-01      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| Freeport-McMoRan Inc.                                                                | FCX 5.45 03/15/43               | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    600000 | PA      | $555102.71    | 0.04%             | 2043-03-15      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| GLP Capital L.P. and GLP Financing II, Inc.                                          | GLPI 5 5/8 09/15/34             | CUSIP: 361841AT6<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |    500000 | PA      | $489375.50    | 0.04%             | 2034-09-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| GE Healthcare Technologies Inc.                                                      | GEHC 5.857 03/15/30             | CUSIP: 36267VAH6<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    500000 | PA      | $523618.39    | 0.04%             | 2030-03-15      | Fixed         | 5.86%                 | No            | 2                  | On Loan: No      |
| GE Healthcare Technologies Inc.                                                      | GEHC 5.905 11/22/32             | CUSIP: 36267VAK9<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    600000 | PA      | $629205.10    | 0.05%             | 2032-11-22      | Fixed         | 5.91%                 | No            | 2                  | On Loan: No      |
| GE Healthcare Technologies Inc.                                                      | GEHC 6.377 11/22/52             | CUSIP: 36267VAM5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    500000 | PA      | $526769.53    | 0.04%             | 2052-11-22      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| General Dynamics Corporation                                                         | GD 3 5/8 04/01/30               | CUSIP: 369550BM9<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1067656.13   | 0.09%             | 2030-04-01      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| General Motors Company                                                               | GM 6 1/4 10/02/43               | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    700000 | PA      | $660807.77    | 0.05%             | 2043-10-02      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| General Motors Company                                                               | GM 5.2 04/01/45                 | CUSIP: 37045VAJ9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    600000 | PA      | $497169.35    | 0.04%             | 2045-04-01      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| General Motors Company                                                               | GM 6.6 04/01/36                 | CUSIP: 37045VAK6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    800000 | PA      | $822687.86    | 0.07%             | 2036-04-01      | Fixed         | 6.60%                 | No            | 2                  | On Loan: No      |
| General Motors Company                                                               | GM 5 10/01/28                   | CUSIP: 37045VAS9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    600000 | PA      | $600570.88    | 0.05%             | 2028-10-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| General Motors Company                                                               | GM 5.95 04/01/49                | CUSIP: 37045VAT7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    600000 | PA      | $534977.52    | 0.04%             | 2049-04-01      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| General Motors Financial Company  Inc                                                | GM 3.6 06/21/30                 | CUSIP: 37045XCY0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    600000 | PA      | $551417.84    | 0.04%             | 2030-06-21      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| General Motors Financial Company  Inc                                                | GM 2.7 06/10/31                 | CUSIP: 37045XDL7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    700000 | PA      | $598213.21    | 0.05%             | 2031-06-10      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| General Motors Financial Company  Inc                                                | GM 3.1 01/12/32                 | CUSIP: 37045XDS2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    500000 | PA      | $428187.02    | 0.03%             | 2032-01-12      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| General Motors Financial Company  Inc                                                | GM 4.3 04/06/29                 | CUSIP: 37045XDV5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    500000 | PA      | $482679.36    | 0.04%             | 2029-04-06      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| General Motors Financial Company  Inc                                                | GM 6.4 01/09/33                 | CUSIP: 37045XED4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    500000 | PA      | $516472.77    | 0.04%             | 2033-01-09      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| General Motors Financial Company  Inc                                                | GM 5.85 04/06/30                | CUSIP: 37045XEG7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507998.26    | 0.04%             | 2030-04-06      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| General Motors Financial Company  Inc                                                | GM 5.8 01/07/29                 | CUSIP: 37045XEN2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    600000 | PA      | $612322.97    | 0.05%             | 2029-01-07      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| General Motors Financial Company  Inc                                                | GM 6.1 01/07/34                 | CUSIP: 37045XEP7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501849.80    | 0.04%             | 2034-01-07      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| General Motors Financial Company  Inc                                                | GM 5 3/4 02/08/31               | CUSIP: 37045XER3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    500000 | PA      | $504849.80    | 0.04%             | 2031-02-08      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| General Motors Financial Company  Inc                                                | GM 5.95 04/04/34                | CUSIP: 37045XEV4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497232.43    | 0.04%             | 2034-04-04      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| General Motors Financial Company  Inc                                                | GM 5.35 01/07/30                | CUSIP: 37045XFB7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500802.28    | 0.04%             | 2030-01-07      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| Georgia Power Company                                                                | SO 4.95 05/17/33                | CUSIP: 373334KT7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1096407.82   | 0.09%             | 2033-05-17      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Gilead Sciences Inc.                                                                 | GILD 5.65 12/01/41              | CUSIP: 375558AS2<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499800.18    | 0.04%             | 2041-12-01      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| Gilead Sciences Inc.                                                                 | GILD 4.8 04/01/44               | CUSIP: 375558AX1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    800000 | PA      | $717278.02    | 0.06%             | 2044-04-01      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Gilead Sciences Inc.                                                                 | GILD 4 1/2 02/01/45             | CUSIP: 375558BA0<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    800000 | PA      | $688154.71    | 0.06%             | 2045-02-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Gilead Sciences Inc.                                                                 | GILD 4 3/4 03/01/46             | CUSIP: 375558BD4<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    800000 | PA      | $705861.56    | 0.06%             | 2046-03-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Gilead Sciences Inc.                                                                 | GILD 4.6 09/01/35               | CUSIP: 375558BG7<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    500000 | PA      | $480834.35    | 0.04%             | 2035-09-01      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| Gilead Sciences Inc.                                                                 | GILD 4.15 03/01/47              | CUSIP: 375558BK8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    800000 | PA      | $648788.81    | 0.05%             | 2047-03-01      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| Gilead Sciences Inc.                                                                 | GILD 2.8 10/01/50               | CUSIP: 375558BT9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    900000 | PA      | $558894.39    | 0.05%             | 2050-10-01      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| Gilead Sciences Inc.                                                                 | GILD 5.55 10/15/53              | CUSIP: 375558CA9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    400000 | PA      | $390847.62    | 0.03%             | 2053-10-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| Gilead Sciences Inc.                                                                 | GILD 5.1 06/15/35               | CUSIP: 375558CC5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501203.31    | 0.04%             | 2035-06-15      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| Gilead Sciences Inc.                                                                 | GILD 5 1/2 11/15/54             | CUSIP: 375558CD3<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    400000 | PA      | $388900.34    | 0.03%             | 2054-11-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| GlaxoSmithKline Capital Inc.                                                         | GSK 6 3/8 05/15/38              | CUSIP: 377372AE7<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    800000 | PA      | $879643.54    | 0.07%             | 2038-05-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| GlaxoSmithKline Capital Inc.                                                         | GSK 4 7/8 04/15/35              | CUSIP: 377372AQ0<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495101.28    | 0.04%             | 2035-04-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Global Payments Inc                                                                  | GPN 2.9 05/15/30                | CUSIP: 37940XAD4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $989010.90    | 0.08%             | 2030-05-15      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS 6.484 10/24/29               | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    800000 | PA      | $848306.02    | 0.07%             | 2029-10-24      | Fixed         | 6.48%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS 5.727 04/25/30               | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    600000 | PA      | $621539.29    | 0.05%             | 2030-04-25      | Fixed         | 5.73%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS 5.851 04/25/35               | CUSIP: 38141GA95<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1030225.24   | 0.08%             | 2035-04-25      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS 5.049 07/23/30               | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    700000 | PA      | $707383.07    | 0.06%             | 2030-07-23      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS 5.33 07/23/35                | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1092234.15   | 0.09%             | 2035-07-23      | Fixed         | 5.33%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS 5.016 10/23/35               | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1744341.86   | 0.14%             | 2035-10-23      | Fixed         | 5.02%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS 5.561 11/19/45               | CUSIP: 38141GB86<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $962490.82    | 0.08%             | 2045-11-19      | Fixed         | 5.56%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS 5.207 01/28/31               | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    600000 | PA      | $609523.69    | 0.05%             | 2031-01-28      | Fixed         | 5.21%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS 5.536 01/28/36               | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1514537.22   | 0.12%             | 2036-01-28      | Fixed         | 5.54%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS 5.734 01/28/56               | CUSIP: 38141GC51<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $976718.84    | 0.08%             | 2056-01-28      | Fixed         | 5.73%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS 5.218 04/23/31               | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1220912.40   | 0.10%             | 2031-04-23      | Fixed         | 5.22%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS 6 1/4 02/01/41               | CUSIP: 38141GGM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    900000 | PA      | $939757.29    | 0.08%             | 2041-02-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS 4 3/4 10/21/45               | CUSIP: 38141GVS0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    700000 | PA      | $607358.02    | 0.05%             | 2045-10-21      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS 4.223 05/01/29               | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1682559.22   | 0.14%             | 2029-05-01      | Fixed         | 4.22%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS 4.411 04/23/39               | CUSIP: 38141GXA7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    700000 | PA      | $614697.25    | 0.05%             | 2039-04-23      | Fixed         | 4.41%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS 3.8 03/15/30                 | CUSIP: 38141GXH2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1251214.74   | 0.10%             | 2030-03-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS 1.992 01/27/32               | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1106509.81   | 0.09%             | 2032-01-27      | Fixed         | 1.99%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS 2.615 04/22/32               | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1228979.61   | 0.10%             | 2032-04-22      | Fixed         | 2.62%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS 3.21 04/22/42                | CUSIP: 38141GYC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    900000 | PA      | $657223.89    | 0.05%             | 2042-04-22      | Fixed         | 3.21%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS 2.65 10/21/32                | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    900000 | PA      | $779771.50    | 0.06%             | 2032-10-21      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS 3.102 02/24/33               | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1057440.80   | 0.09%             | 2033-02-24      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS 3.436 02/24/43               | CUSIP: 38141GZN7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $744322.98    | 0.06%             | 2043-02-24      | Fixed         | 3.44%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS 5.15 05/22/45                | CUSIP: 38148LAF3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    700000 | PA      | $621418.07    | 0.05%             | 2045-05-22      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS 4.017 10/31/38               | CUSIP: 38148YAA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    900000 | PA      | $765487.06    | 0.06%             | 2038-10-31      | Fixed         | 4.02%                 | No            | 2                  | On Loan: No      |
| HCA Inc.                                                                             | HCA 5 1/2 06/15/47              | CUSIP: 404119BV0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    600000 | PA      | $544202.62    | 0.04%             | 2047-06-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| HCA Inc.                                                                             | HCA 4 1/8 06/15/29              | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    800000 | PA      | $777963.27    | 0.06%             | 2029-06-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| HCA Inc.                                                                             | HCA 5 1/4 06/15/49              | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    800000 | PA      | $695693.86    | 0.06%             | 2049-06-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| HCA Inc.                                                                             | HCA 3 1/2 09/01/30              | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    700000 | PA      | $653296.64    | 0.05%             | 2030-09-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| HCA Inc.                                                                             | HCA 3 1/2 07/15/51              | CUSIP: 404119CB3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    700000 | PA      | $453651.81    | 0.04%             | 2051-07-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| HCA Inc.                                                                             | HCA 3 5/8 03/15/32              | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    500000 | PA      | $452608.78    | 0.04%             | 2032-03-15      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| HCA Inc.                                                                             | HCA 4 5/8 03/15/52              | CUSIP: 404119CL1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    800000 | PA      | $629172.15    | 0.05%             | 2052-03-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| HCA Inc.                                                                             | HCA 5.2 06/01/28                | CUSIP: 404119CP2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    600000 | PA      | $609380.36    | 0.05%             | 2028-06-01      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| HCA Inc.                                                                             | HCA 5 1/2 06/01/33              | CUSIP: 404119CQ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    600000 | PA      | $603219.13    | 0.05%             | 2033-06-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| HCA Inc.                                                                             | HCA 5.9 06/01/53                | CUSIP: 404119CR8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    400000 | PA      | $378370.26    | 0.03%             | 2053-06-01      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| HCA Inc.                                                                             | HCA 5 1/2 03/01/32              | CUSIP: 404119DA4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    400000 | PA      | $404629.10    | 0.03%             | 2032-03-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| HCA Inc.                                                                             | HCA 5 3/4 03/01/35              | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    600000 | PA      | $604857.15    | 0.05%             | 2035-03-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| HCA Inc.                                                                             | HCA 6.2 03/01/55                | CUSIP: 404119DC0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    500000 | PA      | $491193.63    | 0.04%             | 2055-03-01      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| HCA Inc.                                                                             | HCA 5.45 09/15/34               | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495235.24    | 0.04%             | 2034-09-15      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings PLC                                                                    | HSBC 5 1/4 03/14/44             | CUSIP: 404280AQ2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $558233.35    | 0.05%             | 2044-03-14      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings PLC                                                                    | HSBC 4.583 06/19/29             | CUSIP: 404280BT5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1200000 | PA      | $1195719.50   | 0.10%             | 2029-06-19      | Fixed         | 4.58%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings PLC                                                                    | HSBC 3.973 05/22/30             | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    900000 | PA      | $869050.13    | 0.07%             | 2030-05-22      | Fixed         | 3.97%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings PLC                                                                    | HSBC 4.95 03/31/30              | CUSIP: 404280CF4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1009523.48   | 0.08%             | 2030-03-31      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings PLC                                                                    | HSBC 2.848 06/04/31             | CUSIP: 404280CH0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    900000 | PA      | $812732.79    | 0.07%             | 2031-06-04      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings PLC                                                                    | HSBC 2.357 08/18/31             | CUSIP: 404280CK3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $613898.81    | 0.05%             | 2031-08-18      | Fixed         | 2.36%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings PLC                                                                    | HSBC 2.804 05/24/32             | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1200000 | PA      | $1055258.64   | 0.09%             | 2032-05-24      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings PLC                                                                    | HSBC 5.402 08/11/33             | CUSIP: 404280DH9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $707295.11    | 0.06%             | 2033-08-11      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings PLC                                                                    | HSBC 6 1/2 09/15/37             | CUSIP: 404280DM8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    900000 | PA      | $932462.57    | 0.08%             | 2037-09-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings PLC                                                                    | HSBC 6.254 03/09/34             | CUSIP: 404280DV8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    900000 | PA      | $950755.64    | 0.08%             | 2034-03-09      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings PLC                                                                    | HSBC 6.332 03/09/44             | CUSIP: 404280DW6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1049881.29   | 0.09%             | 2044-03-09      | Fixed         | 6.33%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings PLC                                                                    | HSBC 5.719 03/04/35             | CUSIP: 404280EE5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $714918.62    | 0.06%             | 2035-03-04      | Fixed         | 5.72%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings PLC                                                                    | HSBC 5.733 05/17/32             | CUSIP: 404280EG0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $413292.83    | 0.03%             | 2032-05-17      | Fixed         | 5.73%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings PLC                                                                    | HSBC 5.286 11/19/30             | CUSIP: 404280EN5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $507015.59    | 0.04%             | 2030-11-19      | Fixed         | 5.29%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings PLC                                                                    | HSBC 5.13 03/03/31              | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $503324.55    | 0.04%             | 2031-03-03      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings PLC                                                                    | HSBC 5.45 03/03/36              | CUSIP: 404280ES4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    900000 | PA      | $893126.44    | 0.07%             | 2036-03-03      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| HP Inc                                                                               | HPQ 2.65 06/17/31               | CUSIP: 40434LAJ4<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    800000 | PA      | $691603.78    | 0.06%             | 2031-06-17      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| Halliburton Company                                                                  | HAL 7.45 09/15/39               | CUSIP: 406216AY7<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    600000 | PA      | $684030.65    | 0.06%             | 2039-09-15      | Fixed         | 7.45%                 | No            | 2                  | On Loan: No      |
| Halliburton Company                                                                  | HAL 4.85 11/15/35               | CUSIP: 406216BJ9<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    500000 | PA      | $470442.66    | 0.04%             | 2035-11-15      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| Halliburton Company                                                                  | HAL 5 11/15/45                  | CUSIP: 406216BK6<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    900000 | PA      | $770042.98    | 0.06%             | 2045-11-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Healthcare Realty Holdings L.P                                                       | HR 2 03/15/31                   | CUSIP: 42225UAH7<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    600000 | PA      | $505342.89    | 0.04%             | 2031-03-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Healthpeak Properties Inc                                                            | PEAK 5 1/4 12/15/32             | CUSIP: 42250PAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $601784.12    | 0.05%             | 2032-12-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Hess Corporation                                                                     | HES 5.6 02/15/41                | CUSIP: 42809HAD9<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    700000 | PA      | $691457.77    | 0.06%             | 2041-02-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                       | HPE 4.55 10/15/29               | CUSIP: 42824CBT5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    700000 | PA      | $692724.44    | 0.06%             | 2029-10-15      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                       | HPE 5 10/15/34                  | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $964080.35    | 0.08%             | 2034-10-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                       | HPE 5.6 10/15/54                | CUSIP: 42824CBW8<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    600000 | PA      | $554444.71    | 0.04%             | 2054-10-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| Home Depot Inc.                                                                      | HD 5 7/8 12/16/36               | CUSIP: 437076AS1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    900000 | PA      | $958649.00    | 0.08%             | 2036-12-16      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Home Depot Inc.                                                                      | HD 5.95 04/01/41                | CUSIP: 437076AV4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    600000 | PA      | $628690.23    | 0.05%             | 2041-04-01      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Home Depot Inc.                                                                      | HD 4 1/4 04/01/46               | CUSIP: 437076BH4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    900000 | PA      | $747757.45    | 0.06%             | 2046-04-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Home Depot Inc.                                                                      | HD 3.9 06/15/47                 | CUSIP: 437076BS0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    900000 | PA      | $702328.74    | 0.06%             | 2047-06-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Home Depot Inc.                                                                      | HD 3.9 12/06/28                 | CUSIP: 437076BW1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    800000 | PA      | $795857.05    | 0.06%             | 2028-12-06      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Home Depot Inc.                                                                      | HD 2.95 06/15/29                | CUSIP: 437076BY7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    900000 | PA      | $856204.02    | 0.07%             | 2029-06-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| Home Depot Inc.                                                                      | HD 3 1/8 12/15/49               | CUSIP: 437076BZ4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    900000 | PA      | $600126.18    | 0.05%             | 2049-12-15      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| Home Depot Inc.                                                                      | HD 2.7 04/15/30                 | CUSIP: 437076CB6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    700000 | PA      | $648765.29    | 0.05%             | 2030-04-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| Home Depot Inc.                                                                      | HD 1 3/8 03/15/31               | CUSIP: 437076CF7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    700000 | PA      | $587040.39    | 0.05%             | 2031-03-15      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| Home Depot Inc.                                                                      | HD 1 7/8 09/15/31               | CUSIP: 437076CJ9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    700000 | PA      | $597918.62    | 0.05%             | 2031-09-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| Home Depot Inc.                                                                      | HD 2 3/4 09/15/51               | CUSIP: 437076CK6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $608263.13    | 0.05%             | 2051-09-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Home Depot Inc.                                                                      | HD 4.95 06/25/34                | CUSIP: 437076DE9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502434.99    | 0.04%             | 2034-06-25      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Home Depot Inc.                                                                      | HD 5.3 06/25/54                 | CUSIP: 437076DF6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    600000 | PA      | $570028.27    | 0.05%             | 2054-06-25      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| Honeywell International Inc.                                                         | HON 1.95 06/01/30               | CUSIP: 438516BZ8<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $885329.54    | 0.07%             | 2030-06-01      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| Honeywell International Inc.                                                         | HON 1 3/4 09/01/31              | CUSIP: 438516CF1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    700000 | PA      | $588667.29    | 0.05%             | 2031-09-01      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Honeywell International Inc.                                                         | HON 5 02/15/33                  | CUSIP: 438516CK0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    600000 | PA      | $601633.58    | 0.05%             | 2033-02-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Honeywell International Inc.                                                         | HON 4 1/2 01/15/34              | CUSIP: 438516CM6<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    700000 | PA      | $676194.34    | 0.05%             | 2034-01-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Honeywell International Inc.                                                         | HON 5 1/4 03/01/54              | CUSIP: 438516CT1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    800000 | PA      | $751622.31    | 0.06%             | 2054-03-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Hormel Foods Corp                                                                    | HRL 1.8 06/11/30                | CUSIP: 440452AF7<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |    600000 | PA      | $530156.59    | 0.04%             | 2030-06-11      | Fixed         | 1.80%                 | No            | 2                  | On Loan: No      |
| Host Hotels & Resorts, L.P.                                                          | HST 3 1/2 09/15/30              | CUSIP: 44107TAZ9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    500000 | PA      | $454494.42    | 0.04%             | 2030-09-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Humana Inc.                                                                          | HUM 5 3/8 04/15/31              | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1416266.57   | 0.11%             | 2031-04-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Huntington Bancshares Incorporated                                                   | HBAN 6.208 08/21/29             | CUSIP: 446150BC7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1039224.93   | 0.08%             | 2029-08-21      | Fixed         | 6.21%                 | No            | 2                  | On Loan: No      |
| Huntington Bancshares Incorporated                                                   | HBAN 5.272 01/15/31             | CUSIP: 446150BE3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    700000 | PA      | $705022.70    | 0.06%             | 2031-01-15      | Fixed         | 5.27%                 | No            | 2                  | On Loan: No      |
| IBM International Capital Pte. Ltd.                                                  | IBM 5 1/4 02/05/44              | CUSIP: 449276AF1<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    600000 | PA      | $566413.01    | 0.05%             | 2044-02-05      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| IBM International Capital Pte. Ltd.                                                  | IBM 5.3 02/05/54                | CUSIP: 449276AG9<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    500000 | PA      | $461501.88    | 0.04%             | 2054-02-05      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| ING Groep N.V.                                                                       | INTNED 6.114 09/11/34           | CUSIP: 456837BH5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    700000 | PA      | $736260.52    | 0.06%             | 2034-09-11      | Fixed         | 6.11%                 | No            | 2                  | On Loan: No      |
| ING Groep N.V.                                                                       | INTNED 5.335 03/19/30           | CUSIP: 456837BL6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    600000 | PA      | $612142.69    | 0.05%             | 2030-03-19      | Fixed         | 5.33%                 | No            | 2                  | On Loan: No      |
| ING Groep N.V.                                                                       | INTNED 5.55 03/19/35            | CUSIP: 456837BM4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    900000 | PA      | $908867.61    | 0.07%             | 2035-03-19      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| ING Groep N.V.                                                                       | INTNED 5.066 03/25/31           | CUSIP: 456837BR3<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    600000 | PA      | $604814.51    | 0.05%             | 2031-03-25      | Fixed         | 5.07%                 | No            | 2                  | On Loan: No      |
| Trane Technologies Financing Ltd.                                                    | TT 3.8 03/21/29                 | CUSIP: 456873AD0<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |    600000 | PA      | $587382.50    | 0.05%             | 2029-03-21      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Ingersoll Rand Inc                                                                   | IR 5.176 06/15/29               | CUSIP: 45687VAD8<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1120808.21   | 0.09%             | 2029-06-15      | Fixed         | 5.18%                 | No            | 2                  | On Loan: No      |
| Intel Corporation                                                                    | INTC 4.1 05/19/46               | CUSIP: 458140AV2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    900000 | PA      | $652881.30    | 0.05%             | 2046-05-19      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| Intel Corporation                                                                    | INTC 3.734 12/08/47             | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $751582.44    | 0.06%             | 2047-12-08      | Fixed         | 3.73%                 | No            | 2                  | On Loan: No      |
| Intel Corporation                                                                    | INTC 3 1/4 11/15/49             | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $674089.45    | 0.05%             | 2049-11-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Intel Corporation                                                                    | INTC 4 3/4 03/25/50             | CUSIP: 458140BM1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    900000 | PA      | $708082.25    | 0.06%             | 2050-03-25      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Intel Corporation                                                                    | INTC 3.9 03/25/30               | CUSIP: 458140BR0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    600000 | PA      | $572525.23    | 0.05%             | 2030-03-25      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Intel Corporation                                                                    | INTC 1.6 08/12/28               | CUSIP: 458140BT6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    600000 | PA      | $544169.35    | 0.04%             | 2028-08-12      | Fixed         | 1.60%                 | No            | 2                  | On Loan: No      |
| Intel Corporation                                                                    | INTC 2 08/12/31                 | CUSIP: 458140BU3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    700000 | PA      | $584903.84    | 0.05%             | 2031-08-12      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Intel Corporation                                                                    | INTC 5 1/8 02/10/30             | CUSIP: 458140CF5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    500000 | PA      | $504173.85    | 0.04%             | 2030-02-10      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Intel Corporation                                                                    | INTC 5.2 02/10/33               | CUSIP: 458140CG3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1079634.96   | 0.09%             | 2033-02-10      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Intel Corporation                                                                    | INTC 5.7 02/10/53               | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    800000 | PA      | $713858.69    | 0.06%             | 2053-02-10      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| Intel Corporation                                                                    | INTC 5.9 02/10/63               | CUSIP: 458140CK4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    600000 | PA      | $542828.35    | 0.04%             | 2063-02-10      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange Inc                                                        | ICE 4 1/4 09/21/48              | CUSIP: 45866FAH7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    700000 | PA      | $570694.60    | 0.05%             | 2048-09-21      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange Inc                                                        | ICE 3 06/15/50                  | CUSIP: 45866FAL8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $780626.40    | 0.06%             | 2050-06-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange Inc                                                        | ICE 1.85 09/15/32               | CUSIP: 45866FAN4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    700000 | PA      | $574392.70    | 0.05%             | 2032-09-15      | Fixed         | 1.85%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange Inc                                                        | ICE 4.6 03/15/33                | CUSIP: 45866FAW4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    600000 | PA      | $591498.60    | 0.05%             | 2033-03-15      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange Inc                                                        | ICE 4.95 06/15/52               | CUSIP: 45866FAX2<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    600000 | PA      | $539197.20    | 0.04%             | 2052-06-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange Inc                                                        | ICE 5 1/4 06/15/31              | CUSIP: 45866FBA1<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    400000 | PA      | $414225.20    | 0.03%             | 2031-06-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| International Business Machines Corporation                                          | IBM 4 06/20/42                  | CUSIP: 459200HF1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    700000 | PA      | $571042.35    | 0.05%             | 2042-06-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| International Business Machines Corporation                                          | IBM 3 1/2 05/15/29              | CUSIP: 459200KA8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    600000 | PA      | $580007.05    | 0.05%             | 2029-05-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| International Business Machines Corporation                                          | IBM 4.15 05/15/39               | CUSIP: 459200KB6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    800000 | PA      | $693226.65    | 0.06%             | 2039-05-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| International Business Machines Corporation                                          | IBM 4 1/4 05/15/49              | CUSIP: 459200KC4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $955558.30    | 0.08%             | 2049-05-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| International Business Machines Corporation                                          | IBM 1.95 05/15/30               | CUSIP: 459200KJ9<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    800000 | PA      | $706118.60    | 0.06%             | 2030-05-15      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| International Business Machines Corporation                                          | IBM 4.4 07/27/32                | CUSIP: 459200KU4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    600000 | PA      | $581941.00    | 0.05%             | 2032-07-27      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| International Business Machines Corporation                                          | IBM 4.8 02/10/30                | CUSIP: 459200LG4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505631.61    | 0.04%             | 2030-02-10      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Iqvia Inc                                                                            | IQV 6 1/4 02/01/29              | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    900000 | PA      | $936073.66    | 0.08%             | 2029-02-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Jbs Usa Lux SA/Jbs Usa Food Company/Jbs Usa Finance Inc                              | JBSSBZ 5 1/2 01/15/30           | CUSIP: 46590XAL0<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | LU        |   1800000 | PA      | $1829665.80   | 0.15%             | 2030-01-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Jbs Usa Lux SA/Jbs Usa Food Company/Jbs Usa Finance Inc                              | JBSSBZ 3 05/15/32               | CUSIP: 46590XAP1<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | LU        |   1000000 | PA      | $862517.90    | 0.07%             | 2032-05-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Jbs Usa Lux SA/Jbs Usa Food Company/Jbs Usa Finance Inc                              | JBSSBZ 6 1/2 12/01/52           | CUSIP: 46590XAX4<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | LU        |    900000 | PA      | $928339.20    | 0.08%             | 2052-12-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM 5.6 07/15/41                | CUSIP: 46625HJB7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    700000 | PA      | $707258.63    | 0.06%             | 2041-07-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM 4.95 06/01/45               | CUSIP: 46625HLL2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    900000 | PA      | $819262.94    | 0.07%             | 2045-06-01      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM 3.882 07/24/38              | CUSIP: 46647PAJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    900000 | PA      | $779310.69    | 0.06%             | 2038-07-24      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM 3.964 11/15/48              | CUSIP: 46647PAL0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $939049.80    | 0.08%             | 2048-11-15      | Fixed         | 3.96%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM 3.897 01/23/49              | CUSIP: 46647PAN6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    700000 | PA      | $541383.73    | 0.04%             | 2049-01-23      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM 4.203 07/23/29              | CUSIP: 46647PAV8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1189405.38   | 0.10%             | 2029-07-23      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM 4.452 12/05/29              | CUSIP: 46647PAX4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    900000 | PA      | $898093.83    | 0.07%             | 2029-12-05      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM 3.702 05/06/30              | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    600000 | PA      | $580035.92    | 0.05%             | 2030-05-06      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM 2.739 10/15/30              | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    900000 | PA      | $832109.41    | 0.07%             | 2030-10-15      | Fixed         | 2.74%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM 4.493 03/24/31              | CUSIP: 46647PBJ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1289639.65   | 0.10%             | 2031-03-24      | Fixed         | 4.49%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM 2.522 04/22/31              | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1175026.11   | 0.10%             | 2031-04-22      | Fixed         | 2.52%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM 3.109 04/22/51              | CUSIP: 46647PBN5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    800000 | PA      | $527730.63    | 0.04%             | 2051-04-22      | Fixed         | 3.11%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM 1.764 11/19/31              | CUSIP: 46647PBU9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    700000 | PA      | $598754.16    | 0.05%             | 2031-11-19      | Fixed         | 1.76%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM 1.953 02/04/32              | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $857751.92    | 0.07%             | 2032-02-04      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM 2.58 04/22/32               | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    900000 | PA      | $796733.42    | 0.06%             | 2032-04-22      | Fixed         | 2.58%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM 3.157 04/22/42              | CUSIP: 46647PCD6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $745169.05    | 0.06%             | 2042-04-22      | Fixed         | 3.16%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM 3.328 04/22/52              | CUSIP: 46647PCE4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $754494.15    | 0.06%             | 2052-04-22      | Fixed         | 3.33%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM 2.069 06/01/29              | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    700000 | PA      | $652546.06    | 0.05%             | 2029-06-01      | Fixed         | 2.07%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM 2.545 11/08/32              | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    800000 | PA      | $696658.53    | 0.06%             | 2032-11-08      | Fixed         | 2.54%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM 2.963 01/25/33              | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    800000 | PA      | $708781.55    | 0.06%             | 2033-01-25      | Fixed         | 2.96%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM 4.586 04/26/33              | CUSIP: 46647PDC7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    800000 | PA      | $781139.37    | 0.06%             | 2033-04-26      | Fixed         | 4.59%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM 4.912 07/25/33              | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1391583.14   | 0.11%             | 2033-07-25      | Fixed         | 4.91%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM 5.35 06/01/34               | CUSIP: 46647PDR4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1421221.06   | 0.12%             | 2034-06-01      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM 5.299 07/24/29              | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    800000 | PA      | $819446.39    | 0.07%             | 2029-07-24      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM 6.087 10/23/29              | CUSIP: 46647PDX1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    600000 | PA      | $630224.60    | 0.05%             | 2029-10-23      | Fixed         | 6.09%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM 6.254 10/23/34              | CUSIP: 46647PDY9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1073883.78   | 0.09%             | 2034-10-23      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM 5.012 01/23/30              | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    700000 | PA      | $710752.01    | 0.06%             | 2030-01-23      | Fixed         | 5.01%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM 5.336 01/23/35              | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    900000 | PA      | $906572.36    | 0.07%             | 2035-01-23      | Fixed         | 5.34%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM 5.581 04/22/30              | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    600000 | PA      | $621325.09    | 0.05%             | 2030-04-22      | Fixed         | 5.58%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM 5.766 04/22/35              | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    800000 | PA      | $828601.63    | 0.07%             | 2035-04-22      | Fixed         | 5.77%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM 4.995 07/22/30              | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $506747.14    | 0.04%             | 2030-07-22      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM 5.294 07/22/35              | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    900000 | PA      | $899626.89    | 0.07%             | 2035-07-22      | Fixed         | 5.29%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM 4.946 10/22/35              | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    700000 | PA      | $682857.08    | 0.06%             | 2035-10-22      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM 5.534 11/29/45              | CUSIP: 46647PES1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1084291.90   | 0.09%             | 2045-11-29      | Fixed         | 5.53%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM 5.14 01/24/31               | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    700000 | PA      | $713966.64    | 0.06%             | 2031-01-24      | Fixed         | 5.14%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM 5.502 01/24/36              | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    900000 | PA      | $914223.76    | 0.07%             | 2036-01-24      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM 5.572 04/22/36              | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    700000 | PA      | $714784.12    | 0.06%             | 2036-04-22      | Fixed         | 5.57%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM 5.103 04/22/31              | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    700000 | PA      | $712222.41    | 0.06%             | 2031-04-22      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| JBS USA Holding Lux S.a.r.l./JBS USA Food Co /JBS USA Foods Group Holdings Inc.      | JBSSBZ 5.95 04/20/35            | CUSIP: 472140AA0<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | LU        |    900000 | PA      | $927909.00    | 0.08%             | 2035-04-20      | Fixed         | 5.95%                 | Yes           | 2                  | On Loan: No      |
| Jefferies Financial Group Inc                                                        | JEF 6.2 04/14/34                | CUSIP: 47233WEJ4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1012334.27   | 0.08%             | 2034-04-14      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| Johnson & Johnson                                                                    | JNJ 3.7 03/01/46                | CUSIP: 478160BV5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    800000 | PA      | $642936.55    | 0.05%             | 2046-03-01      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Johnson & Johnson                                                                    | JNJ 3 5/8 03/03/37              | CUSIP: 478160CF9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $886800.37    | 0.07%             | 2037-03-03      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Johnson & Johnson                                                                    | JNJ 3 3/4 03/03/47              | CUSIP: 478160CG7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    800000 | PA      | $637449.87    | 0.05%             | 2047-03-03      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Johnson & Johnson                                                                    | JNJ 1.3 09/01/30                | CUSIP: 478160CQ5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    900000 | PA      | $779778.31    | 0.06%             | 2030-09-01      | Fixed         | 1.30%                 | No            | 2                  | On Loan: No      |
| Johnson & Johnson                                                                    | JNJ 4.7 03/01/30                | CUSIP: 478160DJ0<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    500000 | PA      | $513393.94    | 0.04%             | 2030-03-01      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| Johnson & Johnson                                                                    | JNJ 4.85 03/01/32               | CUSIP: 478160DK7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    500000 | PA      | $512085.35    | 0.04%             | 2032-03-01      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| Johnson & Johnson                                                                    | JNJ 5 03/01/35                  | CUSIP: 478160DL5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1018493.14   | 0.08%             | 2035-03-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM 5.4 01/06/42                | CUSIP: 48126BAA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    700000 | PA      | $693948.40    | 0.06%             | 2042-01-06      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| KLA Corp.                                                                            | KLAC 4.95 07/15/52              | CUSIP: 482480AM2<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    700000 | PA      | $630283.33    | 0.05%             | 2052-07-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| KLA Corp.                                                                            | KLAC 5 1/4 07/15/62             | CUSIP: 482480AN0<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    500000 | PA      | $459013.84    | 0.04%             | 2062-07-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Kenvue Inc.                                                                          | KVUE 5 03/22/30                 | CUSIP: 49177JAH5<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    500000 | PA      | $515102.87    | 0.04%             | 2030-03-22      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Kenvue Inc.                                                                          | KVUE 4.9 03/22/33               | CUSIP: 49177JAK8<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    600000 | PA      | $606719.86    | 0.05%             | 2033-03-22      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Kenvue Inc.                                                                          | KVUE 5.05 03/22/53              | CUSIP: 49177JAP7<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    800000 | PA      | $743694.44    | 0.06%             | 2053-03-22      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| Keurig Dr Pepper Inc                                                                 | KDP 3.2 05/01/30                | CUSIP: 49271VAJ9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    800000 | PA      | $748691.76    | 0.06%             | 2030-05-01      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| Keurig Dr Pepper Inc                                                                 | KDP 4 1/2 04/15/52              | CUSIP: 49271VAR1<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    800000 | PA      | $654904.00    | 0.05%             | 2052-04-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Kimberly-Clark Corporation                                                           | KMB 3.1 03/26/30                | CUSIP: 494368CB7<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    600000 | PA      | $568862.10    | 0.05%             | 2030-03-26      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                     | KMI 6.95 01/15/38               | CUSIP: 494550AW6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    500000 | PA      | $541108.70    | 0.04%             | 2038-01-15      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| Kinder Morgan, Inc.                                                                  | KMI 5 02/01/29                  | CUSIP: 494553AD2<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    700000 | PA      | $706543.50    | 0.06%             | 2029-02-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Kinder Morgan, Inc.                                                                  | KMI 5.4 02/01/34                | CUSIP: 494553AE0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    600000 | PA      | $593341.78    | 0.05%             | 2034-02-01      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Kinder Morgan, Inc.                                                                  | KMI 5.55 06/01/45               | CUSIP: 49456BAH4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    800000 | PA      | $733056.09    | 0.06%             | 2045-06-01      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| Kinder Morgan, Inc.                                                                  | KMI 5.2 03/01/48                | CUSIP: 49456BAQ4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    800000 | PA      | $693433.90    | 0.06%             | 2048-03-01      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Kinder Morgan, Inc.                                                                  | KMI 5.2 06/01/33                | CUSIP: 49456BAX9<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    800000 | PA      | $786506.18    | 0.06%             | 2033-06-01      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Kraft Heinz Foods Company                                                            | KHC 4 3/8 06/01/46              | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $1862560.17   | 0.15%             | 2046-06-01      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| The Kroger Co.                                                                       | KR 5 09/15/34                   | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    900000 | PA      | $880842.31    | 0.07%             | 2034-09-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| The Kroger Co.                                                                       | KR 5 1/2 09/15/54               | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $935781.77    | 0.08%             | 2054-09-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| The Kroger Co.                                                                       | KR 5.65 09/15/64                | CUSIP: 501044DX6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    600000 | PA      | $556860.35    | 0.05%             | 2064-09-15      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| LPL Holdings Inc.                                                                    | LPLA 6 3/4 11/17/28             | CUSIP: 50212YAH7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    700000 | PA      | $743665.84    | 0.06%             | 2028-11-17      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| L3 Harris Technologies Inc                                                           | LHX 4.4 06/15/28                | CUSIP: 502431AM1<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    900000 | PA      | $898260.74    | 0.07%             | 2028-06-15      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| L3 Harris Technologies Inc                                                           | LHX 5.4 07/31/33                | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507190.84    | 0.04%             | 2033-07-31      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| L3 Harris Technologies Inc                                                           | LHX 5.35 06/01/34               | CUSIP: 502431AU3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    500000 | PA      | $504024.71    | 0.04%             | 2034-06-01      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| LYB International Finance III LLC                                                    | LYB 4.2 05/01/50                | CUSIP: 50249AAD5<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $716840.02    | 0.06%             | 2050-05-01      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| LYB International Finance III LLC                                                    | LYB 5 1/2 03/01/34              | CUSIP: 50249AAM5<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    700000 | PA      | $679902.58    | 0.06%             | 2034-03-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Laboratory Corporation of America Holdings                                           | LH 4.8 10/01/34                 | CUSIP: 50540RBB7<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    800000 | PA      | $768996.82    | 0.06%             | 2034-10-01      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Lam Research Corporation                                                             | LRCX 1.9 06/15/30               | CUSIP: 512807AV0<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1153016.70   | 0.09%             | 2030-06-15      | Fixed         | 1.90%                 | No            | 2                  | On Loan: No      |
| Leidos Inc                                                                           | LDOS 4 3/8 05/15/30             | CUSIP: 52532XAF2<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    600000 | PA      | $582401.89    | 0.05%             | 2030-05-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Eli Lilly & Co.                                                                      | LLY 4 7/8 02/27/53              | CUSIP: 532457CG1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    700000 | PA      | $636573.49    | 0.05%             | 2053-02-27      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Eli Lilly & Co.                                                                      | LLY 4 1/2 02/09/29              | CUSIP: 532457CK2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    800000 | PA      | $812042.50    | 0.07%             | 2029-02-09      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Eli Lilly & Co.                                                                      | LLY 4.7 02/09/34                | CUSIP: 532457CL0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    800000 | PA      | $792192.33    | 0.06%             | 2034-02-09      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| Eli Lilly & Co.                                                                      | LLY 5 02/09/54                  | CUSIP: 532457CM8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    500000 | PA      | $463457.81    | 0.04%             | 2054-02-09      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Eli Lilly & Co.                                                                      | LLY 5.1 02/09/64                | CUSIP: 532457CN6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    800000 | PA      | $738782.83    | 0.06%             | 2064-02-09      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| Eli Lilly & Co.                                                                      | LLY 5.05 08/14/54               | CUSIP: 532457CS5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    500000 | PA      | $467331.06    | 0.04%             | 2054-08-14      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| Eli Lilly & Co.                                                                      | LLY 4 3/4 02/12/30              | CUSIP: 532457CV8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    700000 | PA      | $716955.84    | 0.06%             | 2030-02-12      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Eli Lilly & Co.                                                                      | LLY 5.1 02/12/35                | CUSIP: 532457CX4<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    800000 | PA      | $815850.51    | 0.07%             | 2035-02-12      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| Eli Lilly & Co.                                                                      | LLY 5 1/2 02/12/55              | CUSIP: 532457CY2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501558.10    | 0.04%             | 2055-02-12      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Eli Lilly & Co.                                                                      | LLY 5.6 02/12/65                | CUSIP: 532457CZ9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    600000 | PA      | $600528.74    | 0.05%             | 2065-02-12      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| Lloyds Banking Group PLC                                                             | LLOYDS 4.344 01/09/48           | CUSIP: 53944YAE3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $614792.82    | 0.05%             | 2048-01-09      | Fixed         | 4.34%                 | No            | 2                  | On Loan: No      |
| Lloyds Banking Group PLC                                                             | LLOYDS 5.679 01/05/35           | CUSIP: 53944YAX1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1011412.89   | 0.08%             | 2035-01-05      | Fixed         | 5.68%                 | No            | 2                  | On Loan: No      |
| Lloyds Banking Group PLC                                                             | LLOYDS 5.721 06/05/30           | CUSIP: 53944YBA0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $723436.73    | 0.06%             | 2030-06-05      | Fixed         | 5.72%                 | No            | 2                  | On Loan: No      |
| Lockheed Martin Corporation                                                          | LMT 4.07 12/15/42               | CUSIP: 539830BB4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    800000 | PA      | $663008.94    | 0.05%             | 2042-12-15      | Fixed         | 4.07%                 | No            | 2                  | On Loan: No      |
| Lockheed Martin Corporation                                                          | LMT 3.8 03/01/45                | CUSIP: 539830BD0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    800000 | PA      | $628122.87    | 0.05%             | 2045-03-01      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Lockheed Martin Corporation                                                          | LMT 4.09 09/15/52               | CUSIP: 539830BN8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    900000 | PA      | $699304.61    | 0.06%             | 2052-09-15      | Fixed         | 4.09%                 | No            | 2                  | On Loan: No      |
| Lockheed Martin Corporation                                                          | LMT 5 1/4 01/15/33              | CUSIP: 539830BW8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    500000 | PA      | $515761.45    | 0.04%             | 2033-01-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Lockheed Martin Corporation                                                          | LMT 5.2 02/15/55                | CUSIP: 539830CB3<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    600000 | PA      | $558655.45    | 0.05%             | 2055-02-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Lowes Companies, Inc.                                                                | LOW 3.65 04/05/29               | CUSIP: 548661DR5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    600000 | PA      | $581358.33    | 0.05%             | 2029-04-05      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| Lowes Companies, Inc.                                                                | LOW 1.7 10/15/30                | CUSIP: 548661DY0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    700000 | PA      | $601065.35    | 0.05%             | 2030-10-15      | Fixed         | 1.70%                 | No            | 2                  | On Loan: No      |
| Lowes Companies, Inc.                                                                | LOW 3 10/15/50                  | CUSIP: 548661DZ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $734657.76    | 0.06%             | 2050-10-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Lowes Companies, Inc.                                                                | LOW 2.8 09/15/41                | CUSIP: 548661EE3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    700000 | PA      | $474984.53    | 0.04%             | 2041-09-15      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| Lowes Companies, Inc.                                                                | LOW 4 1/4 04/01/52              | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    700000 | PA      | $535321.05    | 0.04%             | 2052-04-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Lowes Companies, Inc.                                                                | LOW 5 5/8 04/15/53              | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    500000 | PA      | $469190.48    | 0.04%             | 2053-04-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| M&T Bank Corporation                                                                 | MTB 5.385 01/16/36              | CUSIP: 55261FAV6<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    700000 | PA      | $680720.22    | 0.06%             | 2036-01-16      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| MPLX LP                                                                              | MPLX 4.7 04/15/48               | CUSIP: 55336VAN0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    700000 | PA      | $551783.37    | 0.04%             | 2048-04-15      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| MPLX LP                                                                              | MPLX 5 1/2 02/15/49             | CUSIP: 55336VAT7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    700000 | PA      | $615644.33    | 0.05%             | 2049-02-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| MPLX LP                                                                              | MPLX 4.95 03/14/52              | CUSIP: 55336VBT6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    800000 | PA      | $644323.19    | 0.05%             | 2052-03-14      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| MPLX LP                                                                              | MPLX 5 1/2 06/01/34             | CUSIP: 55336VBX7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    600000 | PA      | $589533.20    | 0.05%             | 2034-06-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| MPLX LP                                                                              | MPLX 5.4 04/01/35               | CUSIP: 55336VBY5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    500000 | PA      | $485941.62    | 0.04%             | 2035-04-01      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| WarnerMedia Holdings Inc.                                                            | WBD 4.279 03/15/32              | CUSIP: 55903VBC6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1711016.30   | 0.14%             | 2032-03-15      | Fixed         | 4.28%                 | No            | 2                  | On Loan: No      |
| WarnerMedia Holdings Inc.                                                            | WBD 5.141 03/15/52              | CUSIP: 55903VBE2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $1719756.90   | 0.14%             | 2052-03-15      | Fixed         | 5.14%                 | No            | 2                  | On Loan: No      |
| WarnerMedia Holdings Inc.                                                            | WBD 5.391 03/15/62              | CUSIP: 55903VBF9<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $750399.25    | 0.06%             | 2062-03-15      | Fixed         | 5.39%                 | No            | 2                  | On Loan: No      |
| Marathon Petroleum Corp.                                                             | MPC 6 1/2 03/01/41              | CUSIP: 56585AAF9<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    700000 | PA      | $705377.14    | 0.06%             | 2041-03-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Marathon Petroleum Corp.                                                             | MPC 5.15 03/01/30               | CUSIP: 56585ABK7<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    800000 | PA      | $805219.10    | 0.07%             | 2030-03-01      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Marsh & McLennan Companies, Inc.                                                     | MMC 4.9 03/15/49                | CUSIP: 571748BJ0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    800000 | PA      | $714410.17    | 0.06%             | 2049-03-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Marsh & McLennan Companies, Inc.                                                     | MMC 4.85 11/15/31               | CUSIP: 571748CB6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    700000 | PA      | $706792.41    | 0.06%             | 2031-11-15      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| Marsh & McLennan Companies, Inc.                                                     | MMC 5 03/15/35                  | CUSIP: 571748CC4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    900000 | PA      | $891912.74    | 0.07%             | 2035-03-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Marsh & McLennan Companies, Inc.                                                     | MMC 5.4 03/15/55                | CUSIP: 571748CD2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    700000 | PA      | $665265.29    | 0.05%             | 2055-03-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Marriott International, Inc.                                                         | MAR 4 5/8 06/15/30              | CUSIP: 571903BE2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496687.85    | 0.04%             | 2030-06-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Marriott International, Inc.                                                         | MAR 2.85 04/15/31               | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    700000 | PA      | $625348.81    | 0.05%             | 2031-04-15      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| Marriott International, Inc.                                                         | MAR 5.35 03/15/35               | CUSIP: 571903BS1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    600000 | PA      | $589474.43    | 0.05%             | 2035-03-15      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| Marriott International, Inc.                                                         | MAR 5 1/2 04/15/37              | CUSIP: 571903BU6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    600000 | PA      | $584089.98    | 0.05%             | 2037-04-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Martin Marietta Materials Inc                                                        | MLM 5.15 12/01/34               | CUSIP: 573284BA3<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $993549.97    | 0.08%             | 2034-12-01      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| MasterCard Incorporated                                                              | MA 3.35 03/26/30                | CUSIP: 57636QAP9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    700000 | PA      | $673231.17    | 0.05%             | 2030-03-26      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| MasterCard Incorporated                                                              | MA 3.85 03/26/50                | CUSIP: 57636QAQ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    900000 | PA      | $705205.14    | 0.06%             | 2050-03-26      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| MasterCard Incorporated                                                              | MA 4 7/8 05/09/34               | CUSIP: 57636QAZ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502985.82    | 0.04%             | 2034-05-09      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| MasterCard Incorporated                                                              | MA 4.55 01/15/35                | CUSIP: 57636QBC7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    600000 | PA      | $585178.08    | 0.05%             | 2035-01-15      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| McDonald's Corp.                                                                     | MCD 4.7 12/09/35                | CUSIP: 58013MEZ3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    700000 | PA      | $679927.00    | 0.06%             | 2035-12-09      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| McDonald's Corp.                                                                     | MCD 4 7/8 12/09/45              | CUSIP: 58013MFA7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    700000 | PA      | $624464.66    | 0.05%             | 2045-12-09      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| McDonald's Corp.                                                                     | MCD 4.45 03/01/47               | CUSIP: 58013MFC3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    700000 | PA      | $584795.37    | 0.05%             | 2047-03-01      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| McDonald's Corp.                                                                     | MCD 3 5/8 09/01/49              | CUSIP: 58013MFK5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $720614.31    | 0.06%             | 2049-09-01      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| McDonald's Corp.                                                                     | MCD 3.6 07/01/30                | CUSIP: 58013MFQ2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    400000 | PA      | $384823.42    | 0.03%             | 2030-07-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| McDonald's Corp.                                                                     | MCD 5.15 09/09/52               | CUSIP: 58013MFT6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    600000 | PA      | $548128.12    | 0.04%             | 2052-09-09      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Medtronic Global Holdings SCA                                                        | MDT 4 1/2 03/30/33              | CUSIP: 58507LBC2<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |    500000 | PA      | $489598.93    | 0.04%             | 2033-03-30      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Merck & Co., Inc                                                                     | MRK 4.15 05/18/43               | CUSIP: 58933YAJ4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    800000 | PA      | $675361.03    | 0.05%             | 2043-05-18      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| Merck & Co., Inc                                                                     | MRK 3.7 02/10/45                | CUSIP: 58933YAT2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $858449.80    | 0.07%             | 2045-02-10      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Merck & Co., Inc                                                                     | MRK 2.15 12/10/31               | CUSIP: 58933YBE4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    800000 | PA      | $695570.10    | 0.06%             | 2031-12-10      | Fixed         | 2.15%                 | No            | 2                  | On Loan: No      |
| Merck & Co., Inc                                                                     | MRK 2 3/4 12/10/51              | CUSIP: 58933YBF1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $976152.38    | 0.08%             | 2051-12-10      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Merck & Co., Inc                                                                     | MRK 4 1/2 05/17/33              | CUSIP: 58933YBK0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    600000 | PA      | $593963.12    | 0.05%             | 2033-05-17      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Merck & Co., Inc                                                                     | MRK 4.9 05/17/44                | CUSIP: 58933YBL8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    600000 | PA      | $557462.02    | 0.05%             | 2044-05-17      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                                | BAC 6.11 01/29/37               | CUSIP: 59022CAJ2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    600000 | PA      | $619062.10    | 0.05%             | 2037-01-29      | Fixed         | 6.11%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                                | BAC 7 3/4 05/14/38              | CUSIP: 59023VAA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    600000 | PA      | $702524.65    | 0.06%             | 2038-05-14      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| MetLife Inc.                                                                         | MET 5.7 06/15/35                | CUSIP: 59156RAM0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    700000 | PA      | $733473.47    | 0.06%             | 2035-06-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| MetLife Inc.                                                                         | MET 4 7/8 11/13/43              | CUSIP: 59156RBG2<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $903170.26    | 0.07%             | 2043-11-13      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| MetLife Inc.                                                                         | MET 5 07/15/52                  | CUSIP: 59156RCC0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    600000 | PA      | $539515.80    | 0.04%             | 2052-07-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| MetLife Inc.                                                                         | MET 5 1/4 01/15/54              | CUSIP: 59156RCD8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    500000 | PA      | $467817.71    | 0.04%             | 2054-01-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Microsoft Corp.                                                                      | MSFT 2.525 06/01/50             | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $1858729.23   | 0.15%             | 2050-06-01      | Fixed         | 2.52%                 | No            | 2                  | On Loan: No      |
| Microsoft Corp.                                                                      | MSFT 2.921 03/17/52             | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $1531022.32   | 0.12%             | 2052-03-17      | Fixed         | 2.92%                 | No            | 2                  | On Loan: No      |
| Microsoft Corp.                                                                      | MSFT 3.041 03/17/62             | CUSIP: 594918CF9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1286132.54   | 0.10%             | 2062-03-17      | Fixed         | 3.04%                 | No            | 2                  | On Loan: No      |
| Microsoft Corp.                                                                      | MSFT 2 1/2 09/15/50             | CUSIP: 594918CW2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $675053.82    | 0.05%             | 2050-09-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Microchip Technology Incorporated                                                    | MCHP 5.05 03/15/29              | CUSIP: 595017BE3<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    800000 | PA      | $800784.03    | 0.06%             | 2029-03-15      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| Micron Technology Inc.                                                               | MU 5 7/8 09/15/33               | CUSIP: 595112CB7<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1533975.38   | 0.12%             | 2033-09-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Midamerican Energy Company                                                           | BRKHEC 5.85 09/15/54            | CUSIP: 595620AY1<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    700000 | PA      | $709745.83    | 0.06%             | 2054-09-15      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| Berkshire Hathaway Energy Company                                                    | BRKHEC 5.15 11/15/43            | CUSIP: 59562VBD8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    700000 | PA      | $653027.68    | 0.05%             | 2043-11-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc.                                                  | MUFG 4.05 09/11/28              | CUSIP: 606822BC7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    700000 | PA      | $693394.13    | 0.06%             | 2028-09-11      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc.                                                  | MUFG 3.195 07/18/29             | CUSIP: 606822BM5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    900000 | PA      | $850441.40    | 0.07%             | 2029-07-18      | Fixed         | 3.19%                 | No            | 2                  | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc.                                                  | MUFG 2.559 02/25/30             | CUSIP: 606822BR4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    900000 | PA      | $817101.12    | 0.07%             | 2030-02-25      | Fixed         | 2.56%                 | No            | 2                  | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc.                                                  | MUFG 2.309 07/20/32             | CUSIP: 606822BX1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $858970.68    | 0.07%             | 2032-07-20      | Fixed         | 2.31%                 | No            | 2                  | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc.                                                  | MUFG 5.133 07/20/33             | CUSIP: 606822CK8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $499844.99    | 0.04%             | 2033-07-20      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc.                                                  | MUFG 5.441 02/22/34             | CUSIP: 606822CX0<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    900000 | PA      | $915062.51    | 0.07%             | 2034-02-22      | Fixed         | 5.44%                 | No            | 2                  | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc.                                                  | MUFG 5.426 04/17/35             | CUSIP: 606822DF8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    800000 | PA      | $805730.99    | 0.07%             | 2035-04-17      | Fixed         | 5.43%                 | No            | 2                  | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc.                                                  | MUFG 5.197 01/16/31             | CUSIP: 606822DG6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    600000 | PA      | $611600.60    | 0.05%             | 2031-01-16      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Mizuho Financial Group Inc.                                                          | MIZUHO 1.979 09/08/31           | CUSIP: 60687YBL2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    800000 | PA      | $689266.71    | 0.06%             | 2031-09-08      | Fixed         | 1.98%                 | No            | 2                  | On Loan: No      |
| Mizuho Financial Group Inc.                                                          | MIZUHO 5.667 05/27/29           | CUSIP: 60687YCP2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    800000 | PA      | $825391.86    | 0.07%             | 2029-05-27      | Fixed         | 5.67%                 | No            | 2                  | On Loan: No      |
| Mizuho Financial Group Inc.                                                          | MIZUHO 5.754 05/27/34           | CUSIP: 60687YCT4<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    700000 | PA      | $719093.31    | 0.06%             | 2034-05-27      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Mizuho Financial Group Inc.                                                          | MIZUHO 5.778 07/06/29           | CUSIP: 60687YCZ0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    900000 | PA      | $931382.00    | 0.08%             | 2029-07-06      | Fixed         | 5.78%                 | No            | 2                  | On Loan: No      |
| Mizuho Financial Group Inc.                                                          | MIZUHO 5.422 05/13/36           | CUSIP: 60687YDJ5<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    600000 | PA      | $601489.90    | 0.05%             | 2036-05-13      | Fixed         | 5.42%                 | No            | 2                  | On Loan: No      |
| Molson Coors Beverage Company                                                        | TAP 4.2 07/15/46                | CUSIP: 60871RAH3<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $799358.19    | 0.06%             | 2046-07-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Mondelez International, Inc.                                                         | MDLZ 3 03/17/32                 | CUSIP: 609207BB0<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    900000 | PA      | $801729.23    | 0.06%             | 2032-03-17      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                       | MS 4.431 01/23/30               | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    700000 | PA      | $694812.06    | 0.06%             | 2030-01-23      | Fixed         | 4.43%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                       | MS 2.699 01/22/31               | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1003269.55   | 0.08%             | 2031-01-22      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                       | MS 5.597 03/24/51               | CUSIP: 6174468N2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    700000 | PA      | $679719.05    | 0.06%             | 2051-03-24      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                       | MS 3.622 04/01/31               | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1327409.03   | 0.11%             | 2031-04-01      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                       | MS 1.794 02/13/32               | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $842329.92    | 0.07%             | 2032-02-13      | Fixed         | 1.79%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                       | MS 1.928 04/28/32               | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    800000 | PA      | $673250.49    | 0.05%             | 2032-04-28      | Fixed         | 1.93%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                       | MS 2.802 01/25/52               | CUSIP: 6174468Y8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    900000 | PA      | $544999.16    | 0.04%             | 2052-01-25      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                       | MS 3.971 07/22/38               | CUSIP: 61744YAL2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    700000 | PA      | $601302.08    | 0.05%             | 2038-07-22      | Fixed         | 3.97%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                       | MS 4 3/8 01/22/47               | CUSIP: 61746BEG7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    800000 | PA      | $667566.09    | 0.05%             | 2047-01-22      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                       | MS 2.239 07/21/32               | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $937513.69    | 0.08%             | 2032-07-21      | Fixed         | 2.24%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                       | MS 2.511 10/20/32               | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    700000 | PA      | $603494.87    | 0.05%             | 2032-10-20      | Fixed         | 2.51%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                       | MS 2.943 01/21/33               | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    800000 | PA      | $702269.16    | 0.06%             | 2033-01-21      | Fixed         | 2.94%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                       | MS 4.889 07/20/33               | CUSIP: 61747YEU5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    600000 | PA      | $591128.04    | 0.05%             | 2033-07-20      | Fixed         | 4.89%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                       | MS 6.342 10/18/33               | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1070209.02   | 0.09%             | 2033-10-18      | Fixed         | 6.34%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                       | MS 5.164 04/20/29               | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    700000 | PA      | $712215.91    | 0.06%             | 2029-04-20      | Fixed         | 5.16%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                       | MS 5 1/4 04/21/34               | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $998590.31    | 0.08%             | 2034-04-21      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                       | MS 5.449 07/20/29               | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    500000 | PA      | $512916.11    | 0.04%             | 2029-07-20      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                       | MS 5.424 07/21/34               | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    800000 | PA      | $807321.14    | 0.07%             | 2034-07-21      | Fixed         | 5.42%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                       | MS 6.407 11/01/29               | CUSIP: 61747YFH3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    700000 | PA      | $740496.79    | 0.06%             | 2029-11-01      | Fixed         | 6.41%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                       | MS 6.627 11/01/34               | CUSIP: 61747YFJ9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    900000 | PA      | $978724.74    | 0.08%             | 2034-11-01      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                       | MS 5.173 01/16/30               | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    400000 | PA      | $407118.58    | 0.03%             | 2030-01-16      | Fixed         | 5.17%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                       | MS 5.466 01/18/35               | CUSIP: 61747YFL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    700000 | PA      | $706051.00    | 0.06%             | 2035-01-18      | Fixed         | 5.47%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                       | MS 5.656 04/18/30               | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    500000 | PA      | $516653.18    | 0.04%             | 2030-04-18      | Fixed         | 5.66%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                       | MS 5.831 04/19/35               | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1031523.39   | 0.08%             | 2035-04-19      | Fixed         | 5.83%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                       | MS 5.042 07/19/30               | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303379.67    | 0.02%             | 2030-07-19      | Fixed         | 5.04%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                       | MS 5.32 07/19/35                | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $994330.08    | 0.08%             | 2035-07-19      | Fixed         | 5.32%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                       | MS 4.654 10/18/30               | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    400000 | PA      | $398458.40    | 0.03%             | 2030-10-18      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                       | MS 5.516 11/19/55               | CUSIP: 61747YFV2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    900000 | PA      | $861866.21    | 0.07%             | 2055-11-19      | Fixed         | 5.52%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                       | MS 5.192 04/17/31               | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1118301.00   | 0.09%             | 2031-04-17      | Fixed         | 5.19%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                       | MS 5.664 04/17/36               | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    600000 | PA      | $612535.51    | 0.05%             | 2036-04-17      | Fixed         | 5.66%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                       | MS 6 3/8 07/24/42               | CUSIP: 617482V92<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    800000 | PA      | $859316.98    | 0.07%             | 2042-07-24      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                       | MS 5.23 01/15/31                | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    700000 | PA      | $712647.58    | 0.06%             | 2031-01-15      | Fixed         | 5.23%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                       | MS 5.587 01/18/36               | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    900000 | PA      | $911890.43    | 0.07%             | 2036-01-18      | Fixed         | 5.59%                 | No            | 2                  | On Loan: No      |
| Motorola Solutions Inc                                                               | MSI 4.6 05/23/29                | CUSIP: 620076BN8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499523.53    | 0.04%             | 2029-05-23      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| Motorola Solutions Inc                                                               | MSI 2.3 11/15/30                | CUSIP: 620076BT5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    800000 | PA      | $703785.77    | 0.06%             | 2030-11-15      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| NXP B V / NXP Funding LLC & NXP USA Inc                                              | NXPI 3.4 05/01/30               | CUSIP: 62954HAY4<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | NL        |    800000 | PA      | $741082.34    | 0.06%             | 2030-05-01      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| NXP B V / NXP Funding LLC & NXP USA Inc                                              | NXPI 2 1/2 05/11/31             | CUSIP: 62954HBA5<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | NL        |    700000 | PA      | $602251.23    | 0.05%             | 2031-05-11      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Nasdaq Inc                                                                           | NDAQ 5.95 08/15/53              | CUSIP: 63111XAK7<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    700000 | PA      | $705510.69    | 0.06%             | 2053-08-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| National Bank of Canada                                                              | NACN 5.6 12/18/28               | CUSIP: 63307A2X2<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $621174.48    | 0.05%             | 2028-12-18      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| National Grid PLC                                                                    | NGGLN 5.418 01/11/34            | CUSIP: 636274AF9<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $606446.29    | 0.05%             | 2034-01-11      | Fixed         | 5.42%                 | No            | 2                  | On Loan: No      |
| NatWest Group PLC                                                                    | NWG 5.778 03/01/35              | CUSIP: 639057AN8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $711466.85    | 0.06%             | 2035-03-01      | Fixed         | 5.78%                 | No            | 2                  | On Loan: No      |
| Netflix, Inc.                                                                        | NFLX 5 7/8 11/15/28             | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    800000 | PA      | $843810.92    | 0.07%             | 2028-11-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Netflix, Inc.                                                                        | NFLX 6 3/8 05/15/29             | CUSIP: 64110LAX4<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    400000 | PA      | $430651.37    | 0.03%             | 2029-05-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Netflix, Inc.                                                                        | NFLX 5.4 08/15/54               | CUSIP: 64110LBA3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    500000 | PA      | $487793.75    | 0.04%             | 2054-08-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Newmont Corporation                                                                  | NEM 2 1/4 10/01/30              | CUSIP: 651639AY2<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1335534.60   | 0.11%             | 2030-10-01      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                  | NEE 5.05 02/28/33               | CUSIP: 65339KCP3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    700000 | PA      | $695735.82    | 0.06%             | 2033-02-28      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                  | NEE 5 1/4 02/28/53              | CUSIP: 65339KCQ1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    800000 | PA      | $718374.94    | 0.06%             | 2053-02-28      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                  | NEE 5 1/4 03/15/34              | CUSIP: 65339KCU2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497742.48    | 0.04%             | 2034-03-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                  | NEE 5.3 03/15/32                | CUSIP: 65339KDK3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    600000 | PA      | $611581.71    | 0.05%             | 2032-03-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                  | NEE 5.45 03/15/35               | CUSIP: 65339KDL1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    600000 | PA      | $603783.10    | 0.05%             | 2035-03-15      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| Nike, Inc.                                                                           | NKE 2.85 03/27/30               | CUSIP: 654106AK9<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    700000 | PA      | $654383.88    | 0.05%             | 2030-03-27      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| Nike, Inc.                                                                           | NKE 3 3/8 03/27/50              | CUSIP: 654106AM5<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    800000 | PA      | $556959.14    | 0.05%             | 2050-03-27      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| NiSource Inc.                                                                        | NI 3.6 05/01/30                 | CUSIP: 65473PAJ4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    800000 | PA      | $762187.06    | 0.06%             | 2030-05-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| NiSource Inc.                                                                        | NI 1.7 02/15/31                 | CUSIP: 65473PAL9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    600000 | PA      | $506575.70    | 0.04%             | 2031-02-15      | Fixed         | 1.70%                 | No            | 2                  | On Loan: No      |
| NiSource Inc.                                                                        | NI 4 3/8 05/15/47               | CUSIP: 65473QBF9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    800000 | PA      | $649796.62    | 0.05%             | 2047-05-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Nomura Holdings Inc.                                                                 | NOMURA 2.679 07/16/30           | CUSIP: 65535HAS8<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   1100000 | PA      | $981647.34    | 0.08%             | 2030-07-16      | Fixed         | 2.68%                 | No            | 2                  | On Loan: No      |
| Nomura Holdings Inc.                                                                 | NOMURA 2.172 07/14/28           | CUSIP: 65535HAY5<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $277619.74    | 0.02%             | 2028-07-14      | Fixed         | 2.17%                 | No            | 2                  | On Loan: No      |
| Nomura Holdings Inc.                                                                 | NOMURA 2.999 01/22/32           | CUSIP: 65535HBA6<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $867807.49    | 0.07%             | 2032-01-22      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Norfolk Southern Corporation                                                         | NSC 3.05 05/15/50               | CUSIP: 655844CF3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    900000 | PA      | $583904.31    | 0.05%             | 2050-05-15      | Fixed         | 3.05%                 | No            | 2                  | On Loan: No      |
| Norfolk Southern Corporation                                                         | NSC 5.35 08/01/54               | CUSIP: 655844CS5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    400000 | PA      | $377597.34    | 0.03%             | 2054-08-01      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| Northern States Power Company                                                        | XEL 5.1 05/15/53                | CUSIP: 665772CX5<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    500000 | PA      | $457144.68    | 0.04%             | 2053-05-15      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| Northern Trust Corporation                                                           | NTRS 1.95 05/01/30              | CUSIP: 665859AV6<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    700000 | PA      | $621179.55    | 0.05%             | 2030-05-01      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| Northrop Grumman Corporation                                                         | NOC 4.4 05/01/30                | CUSIP: 666807BS0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    700000 | PA      | $695808.15    | 0.06%             | 2030-05-01      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Northrop Grumman Corporation                                                         | NOC 5.2 06/01/54                | CUSIP: 666807CM2<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    400000 | PA      | $367855.07    | 0.03%             | 2054-06-01      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Novartis Capital Corporation                                                         | NOVNVX 4.4 05/06/44             | CUSIP: 66989HAH1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    800000 | PA      | $704493.65    | 0.06%             | 2044-05-06      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Novartis Capital Corporation                                                         | NOVNVX 4 11/20/45               | CUSIP: 66989HAK4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    800000 | PA      | $660256.88    | 0.05%             | 2045-11-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Novartis Capital Corporation                                                         | NOVNVX 2 3/4 08/14/50           | CUSIP: 66989HAS7<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $634916.81    | 0.05%             | 2050-08-14      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| NVIDIA Corp.                                                                         | NVDA 2.85 04/01/30              | CUSIP: 67066GAF1<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $943848.45    | 0.08%             | 2030-04-01      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| NVIDIA Corp.                                                                         | NVDA 3 1/2 04/01/50             | CUSIP: 67066GAH7<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $741519.71    | 0.06%             | 2050-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Nutrien Ltd                                                                          | NTRCN 5.8 03/27/53              | CUSIP: 67077MBB3<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    700000 | PA      | $681719.60    | 0.06%             | 2053-03-27      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| Occidental Petroleum Corp.                                                           | OXY 7 1/2 05/01/31              | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    400000 | PA      | $427121.60    | 0.03%             | 2031-05-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Occidental Petroleum Corp.                                                           | OXY 6.45 09/15/36               | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    500000 | PA      | $487633.20    | 0.04%             | 2036-09-15      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| Occidental Petroleum Corp.                                                           | OXY 6.6 03/15/46                | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    500000 | PA      | $471945.80    | 0.04%             | 2046-03-15      | Fixed         | 6.60%                 | No            | 2                  | On Loan: No      |
| Occidental Petroleum Corp.                                                           | OXY 8 7/8 07/15/30              | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    800000 | PA      | $896900.47    | 0.07%             | 2030-07-15      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| Occidental Petroleum Corp.                                                           | OXY 5.2 08/01/29                | CUSIP: 674599EJ0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    800000 | PA      | $788764.62    | 0.06%             | 2029-08-01      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Occidental Petroleum Corp.                                                           | OXY 5 3/8 01/01/32              | CUSIP: 674599EK7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    500000 | PA      | $476675.01    | 0.04%             | 2032-01-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Oncor Electric Delivery Company LLC                                                  | ONCRTX 5.55 06/15/54            | CUSIP: 68233JCU6<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    600000 | PA      | $573760.37    | 0.05%             | 2054-06-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| Oneok Inc.                                                                           | OKE 5.65 11/01/28               | CUSIP: 682680BJ1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    700000 | PA      | $721234.38    | 0.06%             | 2028-11-01      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| Oneok Inc.                                                                           | OKE 6.05 09/01/33               | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    700000 | PA      | $717609.85    | 0.06%             | 2033-09-01      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| Oneok Inc.                                                                           | OKE 4 3/4 10/15/31              | CUSIP: 682680CD3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    600000 | PA      | $584342.69    | 0.05%             | 2031-10-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Oneok Inc.                                                                           | OKE 5.05 11/01/34               | CUSIP: 682680CE1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    700000 | PA      | $662204.84    | 0.05%             | 2034-11-01      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| Oneok Inc.                                                                           | OKE 5.7 11/01/54                | CUSIP: 682680CF8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    700000 | PA      | $622912.13    | 0.05%             | 2054-11-01      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 6 1/2 04/15/38             | CUSIP: 68389XAE5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    600000 | PA      | $640548.53    | 0.05%             | 2038-04-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 5 3/8 07/15/40             | CUSIP: 68389XAM7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    800000 | PA      | $757946.04    | 0.06%             | 2040-07-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 4.3 07/08/34               | CUSIP: 68389XAV7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    700000 | PA      | $648749.02    | 0.05%             | 2034-07-08      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 3.9 05/15/35               | CUSIP: 68389XBE4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    600000 | PA      | $531346.21    | 0.04%             | 2035-05-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 4 1/8 05/15/45             | CUSIP: 68389XBF1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    900000 | PA      | $699207.90    | 0.06%             | 2045-05-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 4 3/8 05/15/55             | CUSIP: 68389XBG9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    700000 | PA      | $530041.21    | 0.04%             | 2055-05-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 4 07/15/46                 | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $826751.55    | 0.07%             | 2046-07-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 3.8 11/15/37               | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    900000 | PA      | $750584.61    | 0.06%             | 2037-11-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 4 11/15/47                 | CUSIP: 68389XBQ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    900000 | PA      | $668326.10    | 0.05%             | 2047-11-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 2.95 04/01/30              | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1016296.90   | 0.08%             | 2030-04-01      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 3.6 04/01/40               | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $856104.89    | 0.07%             | 2040-04-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 3.6 04/01/50               | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1297494.74   | 0.11%             | 2050-04-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 3.85 04/01/60              | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1073706.32   | 0.09%             | 2060-04-01      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 3.65 03/25/41              | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    700000 | PA      | $535437.14    | 0.04%             | 2041-03-25      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 3.95 03/25/51              | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $937057.68    | 0.08%             | 2051-03-25      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 2 7/8 03/25/31             | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    900000 | PA      | $808300.28    | 0.07%             | 2031-03-25      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 6.15 11/09/29              | CUSIP: 68389XCH6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    700000 | PA      | $743427.69    | 0.06%             | 2029-11-09      | Fixed         | 6.15%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 6 1/4 11/09/32             | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    900000 | PA      | $958927.47    | 0.08%             | 2032-11-09      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 5.55 02/06/53              | CUSIP: 68389XCQ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    700000 | PA      | $639420.12    | 0.05%             | 2053-02-06      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 4.7 09/27/34               | CUSIP: 68389XCT0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    600000 | PA      | $570633.01    | 0.05%             | 2034-09-27      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 5 1/4 02/03/32             | CUSIP: 68389XCZ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    400000 | PA      | $405090.21    | 0.03%             | 2032-02-03      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 5 1/2 08/03/35             | CUSIP: 68389XDA0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501235.30    | 0.04%             | 2035-08-03      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 6 08/03/55                 | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    500000 | PA      | $487011.87    | 0.04%             | 2055-08-03      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Otis Worldwide Corp.                                                                 | OTIS 5 1/4 08/16/28             | CUSIP: 68902VAP2<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1436954.69   | 0.12%             | 2028-08-16      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Blue Owl Credit Income Corp.                                                         | OCINCC 6.65 03/15/31            | CUSIP: 69120VAZ4<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    900000 | PA      | $909136.62    | 0.07%             | 2031-03-15      | Fixed         | 6.65%                 | No            | 2                  | On Loan: No      |
| PNC Financial Services Group Inc.                                                    | PNC 6.037 10/28/33              | CUSIP: 693475BJ3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    600000 | PA      | $626483.14    | 0.05%             | 2033-10-28      | Fixed         | 6.04%                 | No            | 2                  | On Loan: No      |
| PNC Financial Services Group Inc.                                                    | PNC 5.068 01/24/34              | CUSIP: 693475BM6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    700000 | PA      | $690773.31    | 0.06%             | 2034-01-24      | Fixed         | 5.07%                 | No            | 2                  | On Loan: No      |
| PNC Financial Services Group Inc.                                                    | PNC 5.582 06/12/29              | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1030338.94   | 0.08%             | 2029-06-12      | Fixed         | 5.58%                 | No            | 2                  | On Loan: No      |
| PNC Financial Services Group Inc.                                                    | PNC 6 7/8 10/20/34              | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1098149.59   | 0.09%             | 2034-10-20      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| PNC Financial Services Group Inc.                                                    | PNC 5.676 01/22/35              | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    600000 | PA      | $610790.27    | 0.05%             | 2035-01-22      | Fixed         | 5.68%                 | No            | 2                  | On Loan: No      |
| PNC Financial Services Group Inc.                                                    | PNC 5.492 05/14/30              | CUSIP: 693475BX2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    700000 | PA      | $719802.67    | 0.06%             | 2030-05-14      | Fixed         | 5.49%                 | No            | 2                  | On Loan: No      |
| PNC Financial Services Group Inc.                                                    | PNC 5.401 07/23/35              | CUSIP: 693475BZ7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    600000 | PA      | $598938.08    | 0.05%             | 2035-07-23      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| PNC Financial Services Group Inc.                                                    | PNC 5.575 01/29/36              | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    700000 | PA      | $707643.38    | 0.06%             | 2036-01-29      | Fixed         | 5.58%                 | No            | 2                  | On Loan: No      |
| PNC Bank National Association Pittsburgh Pennsylvania                                | PNC 4.05 07/26/28               | CUSIP: 69349LAR9<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    300000 | PA      | $295272.47    | 0.02%             | 2028-07-26      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| PPL Capital Funding Inc.                                                             | PPL 5 1/4 09/01/34              | CUSIP: 69352PAT0<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499676.55    | 0.04%             | 2034-09-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Pacific Gas and Electric Company                                                     | PCG 3 1/2 08/01/50              | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    900000 | PA      | $576174.67    | 0.05%             | 2050-08-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Pacific Gas and Electric Company                                                     | PCG 4.55 07/01/30               | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1065734.79   | 0.09%             | 2030-07-01      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| Pacific Gas and Electric Company                                                     | PCG 4.95 07/01/50               | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1206799.32   | 0.10%             | 2050-07-01      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Pacific Gas and Electric Company                                                     | PCG 4 1/2 07/01/40              | CUSIP: 694308JQ1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    800000 | PA      | $662935.21    | 0.05%             | 2040-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Pacific Gas and Electric Company                                                     | PCG 6 3/4 01/15/53              | CUSIP: 694308KH9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    700000 | PA      | $706174.67    | 0.06%             | 2053-01-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Pacific Gas and Electric Company                                                     | PCG 6.1 01/15/29                | CUSIP: 694308KL0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    700000 | PA      | $722467.03    | 0.06%             | 2029-01-15      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| Pacific Gas and Electric Company                                                     | PCG 6.4 06/15/33                | CUSIP: 694308KM8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    600000 | PA      | $620111.56    | 0.05%             | 2033-06-15      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| Pacific Gas and Electric Company                                                     | PCG 5.8 05/15/34                | CUSIP: 694308KR7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499153.38    | 0.04%             | 2034-05-15      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| Pacific Gas and Electric Company                                                     | PCG 5.7 03/01/35                | CUSIP: 694308KU0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    600000 | PA      | $591514.82    | 0.05%             | 2035-03-01      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| PacifiCorp.                                                                          | BRKHEC 5 1/2 05/15/54           | CUSIP: 695114DA3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    600000 | PA      | $544961.92    | 0.04%             | 2054-05-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| PacifiCorp.                                                                          | BRKHEC 5.45 02/15/34            | CUSIP: 695114DD7<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    700000 | PA      | $704752.06    | 0.06%             | 2034-02-15      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| PacifiCorp.                                                                          | BRKHEC 5.8 01/15/55             | CUSIP: 695114DE5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    800000 | PA      | $762910.89    | 0.06%             | 2055-01-15      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| Parker-Hannifin Corp.                                                                | PH 4 1/2 09/15/29               | CUSIP: 701094AS3<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1206097.36   | 0.10%             | 2029-09-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Paychex Inc                                                                          | PAYX 5.1 04/15/30               | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    600000 | PA      | $608242.61    | 0.05%             | 2030-04-15      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| Paypal Holdings Inc.                                                                 | PYPL 5.15 06/01/34              | CUSIP: 70450YAP8<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    800000 | PA      | $801869.15    | 0.06%             | 2034-06-01      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Pepsico Inc                                                                          | PEP 2 3/4 03/19/30              | CUSIP: 713448ES3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    700000 | PA      | $653797.56    | 0.05%             | 2030-03-19      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Pepsico Inc                                                                          | PEP 1 5/8 05/01/30              | CUSIP: 713448EZ7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    800000 | PA      | $704266.51    | 0.06%             | 2030-05-01      | Fixed         | 1.62%                 | No            | 2                  | On Loan: No      |
| Pepsico Inc                                                                          | PEP 2 5/8 10/21/41              | CUSIP: 713448FF0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    900000 | PA      | $633547.34    | 0.05%             | 2041-10-21      | Fixed         | 2.62%                 | No            | 2                  | On Loan: No      |
| Pepsico Inc                                                                          | PEP 2 3/4 10/21/51              | CUSIP: 713448FG8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $684987.45    | 0.06%             | 2051-10-21      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Pepsico Inc                                                                          | PEP 3.9 07/18/32                | CUSIP: 713448FM5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    800000 | PA      | $768208.74    | 0.06%             | 2032-07-18      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Pepsico Inc                                                                          | PEP 5 02/07/35                  | CUSIP: 713448GC6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    600000 | PA      | $605311.63    | 0.05%             | 2035-02-07      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd.                                               | PFE 4.65 05/19/30               | CUSIP: 716973AD4<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    600000 | PA      | $606886.93    | 0.05%             | 2030-05-19      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd.                                               | PFE 4 3/4 05/19/33              | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   1300000 | PA      | $1282497.67   | 0.10%             | 2033-05-19      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd.                                               | PFE 5.11 05/19/43               | CUSIP: 716973AF9<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   1100000 | PA      | $1031638.84   | 0.08%             | 2043-05-19      | Fixed         | 5.11%                 | No            | 2                  | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd.                                               | PFE 5.3 05/19/53                | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   1900000 | PA      | $1764611.13   | 0.14%             | 2053-05-19      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd.                                               | PFE 5.34 05/19/63               | CUSIP: 716973AH5<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   1300000 | PA      | $1183357.49   | 0.10%             | 2063-05-19      | Fixed         | 5.34%                 | No            | 2                  | On Loan: No      |
| Pfizer Inc.                                                                          | PFE 7.2 03/15/39                | CUSIP: 717081CY7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    900000 | PA      | $1050078.35   | 0.09%             | 2039-03-15      | Fixed         | 7.20%                 | No            | 2                  | On Loan: No      |
| Pfizer Inc.                                                                          | PFE 4.3 06/15/43                | CUSIP: 717081DE0<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    600000 | PA      | $509980.47    | 0.04%             | 2043-06-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Pfizer Inc.                                                                          | PFE 4.4 05/15/44                | CUSIP: 717081DK6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    700000 | PA      | $602414.41    | 0.05%             | 2044-05-15      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Pfizer Inc.                                                                          | PFE 4 1/8 12/15/46              | CUSIP: 717081ED1<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    800000 | PA      | $642343.70    | 0.05%             | 2046-12-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Pfizer Inc.                                                                          | PFE 2 5/8 04/01/30              | CUSIP: 717081EW9<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    600000 | PA      | $552736.99    | 0.04%             | 2030-04-01      | Fixed         | 2.62%                 | No            | 2                  | On Loan: No      |
| Pfizer Inc.                                                                          | PFE 1.7 05/28/30                | CUSIP: 717081EY5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    600000 | PA      | $526473.45    | 0.04%             | 2030-05-28      | Fixed         | 1.70%                 | No            | 2                  | On Loan: No      |
| Philip Morris International Inc.                                                     | PM 3 7/8 08/21/42               | CUSIP: 718172AU3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $953454.08    | 0.08%             | 2042-08-21      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Philip Morris International Inc.                                                     | PM 2.1 05/01/30                 | CUSIP: 718172CP2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    800000 | PA      | $713627.42    | 0.06%             | 2030-05-01      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| Philip Morris International Inc.                                                     | PM 5 5/8 11/17/29               | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    600000 | PA      | $628834.94    | 0.05%             | 2029-11-17      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Philip Morris International Inc.                                                     | PM 5 3/4 11/17/32               | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    600000 | PA      | $628920.37    | 0.05%             | 2032-11-17      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Philip Morris International Inc.                                                     | PM 5 1/8 02/15/30               | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    800000 | PA      | $819917.75    | 0.07%             | 2030-02-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Philip Morris International Inc.                                                     | PM 5 3/8 02/15/33               | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    800000 | PA      | $818280.67    | 0.07%             | 2033-02-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Philip Morris International Inc.                                                     | PM 5 1/4 02/13/34               | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    900000 | PA      | $908541.14    | 0.07%             | 2034-02-13      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Philip Morris International Inc.                                                     | PM 4 5/8 11/01/29               | CUSIP: 718172DN6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503767.98    | 0.04%             | 2029-11-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Philip Morris International Inc.                                                     | PM 4 3/4 11/01/31               | CUSIP: 718172DP1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    600000 | PA      | $601630.96    | 0.05%             | 2031-11-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Phillips 66                                                                          | PSX 5 7/8 05/01/42              | CUSIP: 718546AH7<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    700000 | PA      | $671160.46    | 0.05%             | 2042-05-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Phillips 66                                                                          | PSX 4 7/8 11/15/44              | CUSIP: 718546AL8<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    900000 | PA      | $749101.76    | 0.06%             | 2044-11-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Phillips 66 Co.                                                                      | PSX 5 1/4 06/15/31              | CUSIP: 718547AU6<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    600000 | PA      | $610757.24    | 0.05%             | 2031-06-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Plains All American Pipeline L.P.                                                    | PAA 3.8 09/15/30                | CUSIP: 72650RBN1<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    500000 | PA      | $470834.39    | 0.04%             | 2030-09-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| The Procter & Gamble Co.                                                             | PG 3 03/25/30                   | CUSIP: 742718FH7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    600000 | PA      | $572177.95    | 0.05%             | 2030-03-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| The Procter & Gamble Co.                                                             | PG 1.2 10/29/30                 | CUSIP: 742718FM6<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    700000 | PA      | $599672.79    | 0.05%             | 2030-10-29      | Fixed         | 1.20%                 | No            | 2                  | On Loan: No      |
| The Procter & Gamble Co.                                                             | PG 4.05 01/26/33                | CUSIP: 742718GA1<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    400000 | PA      | $392113.89    | 0.03%             | 2033-01-26      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| Prologis, L.P.                                                                       | PLD 5 1/8 01/15/34              | CUSIP: 74340XCH2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    600000 | PA      | $599986.79    | 0.05%             | 2034-01-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Prologis, L.P.                                                                       | PLD 5 03/15/34                  | CUSIP: 74340XCJ8<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    600000 | PA      | $593977.52    | 0.05%             | 2034-03-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Prologis, L.P.                                                                       | PLD 5 1/4 03/15/54              | CUSIP: 74340XCK5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    700000 | PA      | $648582.69    | 0.05%             | 2054-03-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Prudential Financial, Inc.                                                           | PRU 3.935 12/07/49              | CUSIP: 744320BA9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $750028.62    | 0.06%             | 2049-12-07      | Fixed         | 3.94%                 | No            | 2                  | On Loan: No      |
| Prudential Financial, Inc.                                                           | PRU 3.7 03/13/51                | CUSIP: 74432QCF0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    800000 | PA      | $581162.09    | 0.05%             | 2051-03-13      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Prudential Financial, Inc.                                                           | PRU 5.2 03/14/35                | CUSIP: 74432QCK9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    800000 | PA      | $801158.62    | 0.06%             | 2035-03-14      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Public Service Company of Colorado                                                   | XEL 5.35 05/15/34               | CUSIP: 744448CZ2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    700000 | PA      | $703554.46    | 0.06%             | 2034-05-15      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| Public Service Company of Colorado                                                   | XEL 5 3/4 05/15/54              | CUSIP: 744448DA6<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    500000 | PA      | $487386.37    | 0.04%             | 2054-05-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Public Service Enterprise Group Incorporated                                         | PEG 2.45 11/15/31               | CUSIP: 744573AU0<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    800000 | PA      | $694703.50    | 0.06%             | 2031-11-15      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| QUALCOMM Inc.                                                                        | QCOM 4.8 05/20/45               | CUSIP: 747525AK9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $987021.12    | 0.08%             | 2045-05-20      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| QUALCOMM Inc.                                                                        | QCOM 1.65 05/20/32              | CUSIP: 747525BP7<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    900000 | PA      | $737799.44    | 0.06%             | 2032-05-20      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| QUALCOMM Inc.                                                                        | QCOM 4 1/2 05/20/52             | CUSIP: 747525BR3<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $830216.29    | 0.07%             | 2052-05-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Quest Diagnostics Incorporated                                                       | DGX 2.95 06/30/30               | CUSIP: 74834LBB5<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    500000 | PA      | $462224.69    | 0.04%             | 2030-06-30      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| Quest Diagnostics Incorporated                                                       | DGX 6.4 11/30/33                | CUSIP: 74834LBD1<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    500000 | PA      | $542040.89    | 0.04%             | 2033-11-30      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| Relx Capital Inc.                                                                    | RELLN 4 03/18/29                | CUSIP: 74949LAC6<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    600000 | PA      | $592636.31    | 0.05%             | 2029-03-18      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Relx Capital Inc.                                                                    | RELLN 3 05/22/30                | CUSIP: 74949LAD4<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    800000 | PA      | $747989.48    | 0.06%             | 2030-05-22      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Raymond James Financial Inc.                                                         | RJF 4.95 07/15/46               | CUSIP: 754730AF6<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    700000 | PA      | $619927.41    | 0.05%             | 2046-07-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| RTX Corp.                                                                            | RTX 2 1/4 07/01/30              | CUSIP: 75513EAD3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    700000 | PA      | $626365.76    | 0.05%             | 2030-07-01      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| RTX Corp.                                                                            | RTX 3.03 03/15/52               | CUSIP: 75513ECP4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $691031.40    | 0.06%             | 2052-03-15      | Fixed         | 3.03%                 | No            | 2                  | On Loan: No      |
| RTX Corp.                                                                            | RTX 5.15 02/27/33               | CUSIP: 75513ECR0<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    700000 | PA      | $706757.95    | 0.06%             | 2033-02-27      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| RTX Corp.                                                                            | RTX 5 3/8 02/27/53              | CUSIP: 75513ECS8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    500000 | PA      | $471054.53    | 0.04%             | 2053-02-27      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| RTX Corp.                                                                            | RTX 6 03/15/31                  | CUSIP: 75513ECV1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    300000 | PA      | $320157.05    | 0.03%             | 2031-03-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| RTX Corp.                                                                            | RTX 6.1 03/15/34                | CUSIP: 75513ECW9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    700000 | PA      | $751671.01    | 0.06%             | 2034-03-15      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| RTX Corp.                                                                            | RTX 6.4 03/15/54                | CUSIP: 75513ECX7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    600000 | PA      | $645296.41    | 0.05%             | 2054-03-15      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| Realty Income Corporation                                                            | O 5 1/8 02/15/34                | CUSIP: 756109CG7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    800000 | PA      | $794830.96    | 0.06%             | 2034-02-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Regal Rexnord Corporation                                                            | RRX 6.4 04/15/33                | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    500000 | PA      | $509446.56    | 0.04%             | 2033-04-15      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.                                                      | REGN 1 3/4 09/15/30             | CUSIP: 75886FAE7<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |    700000 | PA      | $596876.62    | 0.05%             | 2030-09-15      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Republic Services, Inc.                                                              | RSG 3.95 05/15/28               | CUSIP: 760759AT7<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1291555.51   | 0.10%             | 2028-05-15      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| Reynolds American Inc.                                                               | BATSLN 5.85 08/15/45            | CUSIP: 761713BB1<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $936728.08    | 0.08%             | 2045-08-15      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| Rio Tinto Finance (USA) Limited                                                      | RIOLN 7 1/8 07/15/28            | CUSIP: 767201AD8<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |    700000 | PA      | $757166.46    | 0.06%             | 2028-07-15      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| Rio Tinto Finance (USA) plc                                                          | RIOLN 4 7/8 03/14/30            | CUSIP: 76720AAS5<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $811081.45    | 0.07%             | 2030-03-14      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Rio Tinto Finance (USA) plc                                                          | RIOLN 5 1/4 03/14/35            | CUSIP: 76720AAU0<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    900000 | PA      | $901921.21    | 0.07%             | 2035-03-14      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Rio Tinto Finance (USA) plc                                                          | RIOLN 5 3/4 03/14/55            | CUSIP: 76720AAV8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $989261.27    | 0.08%             | 2055-03-14      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Rogers Communications Inc.                                                           | RCICN 4.35 05/01/49             | CUSIP: 775109BN0<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    900000 | PA      | $697802.11    | 0.06%             | 2049-05-01      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| Rogers Communications Inc.                                                           | RCICN 3.8 03/15/32              | CUSIP: 775109CH2<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $547845.89    | 0.04%             | 2032-03-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Rogers Communications Inc.                                                           | RCICN 4.55 03/15/52             | CUSIP: 775109CK5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   1200000 | PA      | $949395.44    | 0.08%             | 2052-03-15      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| Rogers Communications Inc.                                                           | RCICN 5.3 02/15/34              | CUSIP: 775109DF5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    700000 | PA      | $689291.51    | 0.06%             | 2034-02-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| Roper Technologies Inc                                                               | ROP 4.2 09/15/28                | CUSIP: 776743AF3<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1190388.61   | 0.10%             | 2028-09-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| NatWest Group PLC                                                                    | RBS 4.892 05/18/29              | CUSIP: 780097BG5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    900000 | PA      | $904672.41    | 0.07%             | 2029-05-18      | Fixed         | 4.89%                 | No            | 2                  | On Loan: No      |
| NatWest Group PLC                                                                    | NWG 4.445 05/08/30              | CUSIP: 780097BL4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $688909.07    | 0.06%             | 2030-05-08      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| NatWest Group PLC                                                                    | NWG 5.076 01/27/30              | CUSIP: 78009PEH0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $705042.65    | 0.06%             | 2030-01-27      | Fixed         | 5.08%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                                 | RY 5 02/01/33                   | CUSIP: 78016FZX5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    900000 | PA      | $902984.95    | 0.07%             | 2033-02-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                                 | RY 5.2 08/01/28                 | CUSIP: 78016HZS2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    800000 | PA      | $820923.31    | 0.07%             | 2028-08-01      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                                 | RY 5.15 02/01/34                | CUSIP: 78016HZW3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    700000 | PA      | $709402.45    | 0.06%             | 2034-02-01      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                                 | RY 4.969 08/02/30               | CUSIP: 78016HZZ6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $404763.35    | 0.03%             | 2030-08-02      | Fixed         | 4.97%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                                 | RY 5.153 02/04/31               | CUSIP: 78017DAC2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $609889.02    | 0.05%             | 2031-02-04      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                                 | RY 4.97 05/02/31                | CUSIP: 78017DAH1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    700000 | PA      | $706815.14    | 0.06%             | 2031-05-02      | Fixed         | 4.97%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                                 | RY 4.65 10/18/30                | CUSIP: 78017FZT3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $598525.54    | 0.05%             | 2030-10-18      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| Royalty Pharma PLC                                                                   | RPRX 3.3 09/02/40               | CUSIP: 78081BAL7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    900000 | PA      | $659794.93    | 0.05%             | 2040-09-02      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| S&P Global Inc                                                                       | SPGI 4 1/4 05/01/29             | CUSIP: 78409VBG8<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    900000 | PA      | $896360.20    | 0.07%             | 2029-05-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Sabine Pass Liquefaction, LLC                                                        | SPLLLC 4 1/2 05/15/30           | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    900000 | PA      | $886504.73    | 0.07%             | 2030-05-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Salesforce Inc.                                                                      | CRM 1.95 07/15/31               | CUSIP: 79466LAJ3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    700000 | PA      | $609662.41    | 0.05%             | 2031-07-15      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| Salesforce Inc.                                                                      | CRM 2.7 07/15/41                | CUSIP: 79466LAK0<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    800000 | PA      | $564741.86    | 0.05%             | 2041-07-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| Salesforce Inc.                                                                      | CRM 2.9 07/15/51                | CUSIP: 79466LAL8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $636568.54    | 0.05%             | 2051-07-15      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| San Diego Gas & Electric Company                                                     | SRE 5.35 04/01/53               | CUSIP: 797440CD4<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    700000 | PA      | $647196.67    | 0.05%             | 2053-04-01      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| Sands China Ltd.                                                                     | SANLTD 5.4 08/08/28             | CUSIP: 80007RAE5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    600000 | PA      | $590690.28    | 0.05%             | 2028-08-08      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| Santander UK Group Holdings PLC                                                      | SANUK 5.694 04/15/31            | CUSIP: 80281LAV7<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $716959.96    | 0.06%             | 2031-04-15      | Fixed         | 5.69%                 | No            | 2                  | On Loan: No      |
| Santander Holdings USA Inc.                                                          | SANUSA 5.353 09/06/30           | CUSIP: 80282KBM7<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    600000 | PA      | $601136.93    | 0.05%             | 2030-09-06      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| Santander Holdings USA Inc.                                                          | SANUSA 5.741 03/20/31           | CUSIP: 80282KBQ8<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    500000 | PA      | $504694.74    | 0.04%             | 2031-03-20      | Fixed         | 5.74%                 | No            | 2                  | On Loan: No      |
| The Charles Schwab Corporation                                                       | SCHW 2.9 03/03/32               | CUSIP: 808513CA1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    800000 | PA      | $704274.90    | 0.06%             | 2032-03-03      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| Shell International Finance B.V.                                                     | RDSALN 6 3/8 12/15/38           | CUSIP: 822582AD4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $1096794.05   | 0.09%             | 2038-12-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Shell International Finance B.V.                                                     | RDSALN 5 1/2 03/25/40           | CUSIP: 822582AN2<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    700000 | PA      | $697950.65    | 0.06%             | 2040-03-25      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Shell International Finance B.V.                                                     | RDSALN 3 7/8 11/13/28           | CUSIP: 822582CB6<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $993442.19    | 0.08%             | 2028-11-13      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Shell Finance US Inc.                                                                | RDSALN 4 3/8 05/11/45           | CUSIP: 822905AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $837520.40    | 0.07%             | 2045-05-11      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Shell Finance US Inc.                                                                | RDSALN 4 05/10/46               | CUSIP: 822905AE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $633323.22    | 0.05%             | 2046-05-10      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Shell Finance US Inc.                                                                | RDSALN 3 1/4 04/06/50           | CUSIP: 822905AG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900000 | PA      | $605708.00    | 0.05%             | 2050-04-06      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| The Sherwin-Williams Company                                                         | SHW 4 1/2 06/01/47              | CUSIP: 824348AX4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    800000 | PA      | $664377.75    | 0.05%             | 2047-06-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Simon Property Group LP                                                              | SPG 2.45 09/13/29               | CUSIP: 828807DF1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    700000 | PA      | $643961.14    | 0.05%             | 2029-09-13      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| Simon Property Group LP                                                              | SPG 3 1/4 09/13/49              | CUSIP: 828807DH7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    900000 | PA      | $595479.23    | 0.05%             | 2049-09-13      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Sixth Street Lending Partners                                                        | SIXSLP 6 1/8 07/15/30           | CUSIP: 829932AE2<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |    600000 | PA      | $601612.93    | 0.05%             | 2030-07-15      | Fixed         | 6.12%                 | Yes           | 2                  | On Loan: No      |
| The J M Smucker Company                                                              | SJM 6 1/2 11/15/53              | CUSIP: 832696AZ1<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    800000 | PA      | $851153.05    | 0.07%             | 2053-11-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Solventum Corp.                                                                      | SOLV 5.4 03/01/29               | CUSIP: 83444MAP6<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    600000 | PA      | $611439.02    | 0.05%             | 2029-03-01      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Solventum Corp.                                                                      | SOLV 5.45 03/13/31              | CUSIP: 83444MAQ4<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    500000 | PA      | $509917.05    | 0.04%             | 2031-03-13      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| Solventum Corp.                                                                      | SOLV 5.6 03/23/34               | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    700000 | PA      | $707119.32    | 0.06%             | 2034-03-23      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| Solventum Corp.                                                                      | SOLV 5.9 04/30/54               | CUSIP: 83444MAS0<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    500000 | PA      | $484217.19    | 0.04%             | 2054-04-30      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| Southern California Edison Company                                                   | EIX 4 04/01/47                  | CUSIP: 842400GG2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $861598.52    | 0.07%             | 2047-04-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Southern California Edison Company                                                   | EIX 5.2 06/01/34                | CUSIP: 842400HZ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    800000 | PA      | $767947.45    | 0.06%             | 2034-06-01      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Southern California Edison Company                                                   | EIX 5.45 06/01/31               | CUSIP: 842400JE4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    700000 | PA      | $707383.99    | 0.06%             | 2031-06-01      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| Southern Co.                                                                         | SO 4.4 07/01/46                 | CUSIP: 842587CX3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    400000 | PA      | $324538.37    | 0.03%             | 2046-07-01      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Southern Co.                                                                         | SO 4 01/15/51                   | CUSIP: 842587DF1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2963229.90   | 0.24%             | 2051-01-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Southern Co.                                                                         | SO 5.2 06/15/33                 | CUSIP: 842587DR5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    600000 | PA      | $602989.30    | 0.05%             | 2033-06-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Expand Energy Corp.                                                                  | SWN 5 3/8 03/15/30              | CUSIP: 845467AS8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    600000 | PA      | $595965.72    | 0.05%             | 2030-03-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Sprint Capital Corporation                                                           | S 6 7/8 11/15/28                | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    500000 | PA      | $534434.80    | 0.04%             | 2028-11-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Sprint Capital Corporation                                                           | S 8 3/4 03/15/32                | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    500000 | PA      | $599674.36    | 0.05%             | 2032-03-15      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| Stanley Black & Decker, Inc.                                                         | SWK 2.3 03/15/30                | CUSIP: 854502AL5<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    800000 | PA      | $695849.18    | 0.06%             | 2030-03-15      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| Starbucks Corp.                                                                      | SBUX 2 1/4 03/12/30             | CUSIP: 855244AW9<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    800000 | PA      | $717168.07    | 0.06%             | 2030-03-12      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Starbucks Corp.                                                                      | SBUX 2.55 11/15/30              | CUSIP: 855244AZ2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    700000 | PA      | $626791.27    | 0.05%             | 2030-11-15      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| Starbucks Corp.                                                                      | SBUX 3 1/2 11/15/50             | CUSIP: 855244BA6<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $672891.25    | 0.05%             | 2050-11-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| State Street Corp.                                                                   | STT 4.834 04/24/30              | CUSIP: 857477DB6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    800000 | PA      | $810589.98    | 0.07%             | 2030-04-24      | Fixed         | 4.83%                 | No            | 2                  | On Loan: No      |
| Stryker Corporation                                                                  | SYK 4 5/8 03/15/46              | CUSIP: 863667AJ0<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    700000 | PA      | $610746.61    | 0.05%             | 2046-03-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Stryker Corporation                                                                  | SYK 1.95 06/15/30               | CUSIP: 863667AY7<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    700000 | PA      | $618322.84    | 0.05%             | 2030-06-15      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| Stryker Corporation                                                                  | SYK 5.2 02/10/35                | CUSIP: 863667BM2<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503270.96    | 0.04%             | 2035-02-10      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc.                                                 | SUMIBK 2 3/4 01/15/30           | CUSIP: 86562MBW9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $918760.45    | 0.07%             | 2030-01-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc.                                                 | SUMIBK 2.13 07/08/30            | CUSIP: 86562MCB4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    800000 | PA      | $705464.20    | 0.06%             | 2030-07-08      | Fixed         | 2.13%                 | No            | 2                  | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc.                                                 | SUMIBK 1.902 09/17/28           | CUSIP: 86562MCG3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    900000 | PA      | $828800.52    | 0.07%             | 2028-09-17      | Fixed         | 1.90%                 | No            | 2                  | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc.                                                 | SUMIBK 5.766 01/13/33           | CUSIP: 86562MCS7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    700000 | PA      | $727300.05    | 0.06%             | 2033-01-13      | Fixed         | 5.77%                 | No            | 2                  | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc.                                                 | SUMIBK 5.8 07/13/28             | CUSIP: 86562MDB3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    600000 | PA      | $624369.33    | 0.05%             | 2028-07-13      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc.                                                 | SUMIBK 5.716 09/14/28           | CUSIP: 86562MDG2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $415496.40    | 0.03%             | 2028-09-14      | Fixed         | 5.72%                 | No            | 2                  | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc.                                                 | SUMIBK 5.558 07/09/34           | CUSIP: 86562MDP2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $511139.73    | 0.04%             | 2034-07-09      | Fixed         | 5.56%                 | No            | 2                  | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc.                                                 | SUMIBK 5.836 07/09/44           | CUSIP: 86562MDQ0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    700000 | PA      | $698944.68    | 0.06%             | 2044-07-09      | Fixed         | 5.84%                 | No            | 2                  | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc.                                                 | SUMIBK 5.632 01/15/35           | CUSIP: 86562MDU1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $513929.14    | 0.04%             | 2035-01-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| Suncor Energy Inc.                                                                   | SUCN 6.85 06/01/39              | CUSIP: 86722TAB8<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $537023.19    | 0.04%             | 2039-06-01      | Fixed         | 6.85%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                                                   | ETP 5.4 10/01/47                | CUSIP: 86765BAV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $602260.71    | 0.05%             | 2047-10-01      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Synopsys Inc                                                                         | SNPS 4.85 04/01/30              | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    700000 | PA      | $706703.30    | 0.06%             | 2030-04-01      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| Synopsys Inc                                                                         | SNPS 5 04/01/32                 | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    600000 | PA      | $603331.23    | 0.05%             | 2032-04-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Synopsys Inc                                                                         | SNPS 5.15 04/01/35              | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    800000 | PA      | $800951.90    | 0.06%             | 2035-04-01      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Synopsys Inc                                                                         | SNPS 5.7 04/01/55               | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    600000 | PA      | $581462.95    | 0.05%             | 2055-04-01      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| Sysco Corporation                                                                    | SYY 3.15 12/14/51               | CUSIP: 871829BR7<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $625068.75    | 0.05%             | 2051-12-14      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                                                   | TMUS 4 3/8 04/15/40             | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    700000 | PA      | $610254.37    | 0.05%             | 2040-04-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                                                   | TMUS 4 1/2 04/15/50             | CUSIP: 87264AAZ8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1057255.98   | 0.09%             | 2050-04-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                                                   | TMUS 3 7/8 04/15/30             | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2119610.88   | 0.17%             | 2030-04-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                                                   | TMUS 3 02/15/41                 | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $787788.43    | 0.06%             | 2041-02-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                                                   | TMUS 3.3 02/15/51               | CUSIP: 87264ABN4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $855731.55    | 0.07%             | 2051-02-15      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                                                   | TMUS 2 5/8 02/15/29             | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    500000 | PA      | $465351.00    | 0.04%             | 2029-02-15      | Fixed         | 2.62%                 | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                                                   | TMUS 2 7/8 02/15/31             | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    500000 | PA      | $450643.37    | 0.04%             | 2031-02-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                                                   | TMUS 3 3/8 04/15/29             | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    700000 | PA      | $667296.54    | 0.05%             | 2029-04-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                                                   | TMUS 3 1/2 04/15/31             | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    800000 | PA      | $743823.30    | 0.06%             | 2031-04-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                                                   | TMUS 2.55 02/15/31              | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $974632.90    | 0.08%             | 2031-02-15      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                                                   | TMUS 3.4 10/15/52               | CUSIP: 87264ACT0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $864552.18    | 0.07%             | 2052-10-15      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                                                   | TMUS 5.2 01/15/33               | CUSIP: 87264ACV5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    600000 | PA      | $602872.57    | 0.05%             | 2033-01-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                                                   | TMUS 5.65 01/15/53              | CUSIP: 87264ACW3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    800000 | PA      | $765633.66    | 0.06%             | 2053-01-15      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                                                   | TMUS 5.05 07/15/33              | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $993384.53    | 0.08%             | 2033-07-15      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                                                   | TMUS 5 3/4 01/15/54             | CUSIP: 87264ADB8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    500000 | PA      | $483894.02    | 0.04%             | 2054-01-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                                                   | TMUS 5 1/8 05/15/32             | CUSIP: 87264ADS1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    500000 | PA      | $504789.33    | 0.04%             | 2032-05-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                                                   | TMUS 5.3 05/15/35               | CUSIP: 87264ADT9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1002684.30   | 0.08%             | 2035-05-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| Takeda Pharmaceutical Co Ltd.                                                        | TACHEM 5 11/26/28               | CUSIP: 874060AW6<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $1017641.49   | 0.08%             | 2028-11-26      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Takeda Pharmaceutical Co Ltd.                                                        | TACHEM 3.175 07/09/50           | CUSIP: 874060AZ9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $322403.75    | 0.03%             | 2050-07-09      | Fixed         | 3.17%                 | No            | 2                  | On Loan: No      |
| Takeda Pharmaceutical Co Ltd.                                                        | TACHEM 5.65 07/05/44            | CUSIP: 874060BL9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    700000 | PA      | $684699.27    | 0.06%             | 2044-07-05      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| Targa Resources Partners LP/Targa Resources Finance Corp.                            | TRGP 5 1/2 03/01/30             | CUSIP: 87612BBQ4<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |    800000 | PA      | $799678.11    | 0.06%             | 2030-03-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Target Corp.                                                                         | TGT 2.35 02/15/30               | CUSIP: 87612EBJ4<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    800000 | PA      | $731528.81    | 0.06%             | 2030-02-15      | Fixed         | 2.35%                 | No            | 2                  | On Loan: No      |
| Target Corp.                                                                         | TGT 4.8 01/15/53                | CUSIP: 87612EBR6<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    800000 | PA      | $702976.60    | 0.06%             | 2053-01-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Target Corp.                                                                         | TGT 5 04/15/35                  | CUSIP: 87612EBT2<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    800000 | PA      | $790280.36    | 0.06%             | 2035-04-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Targa Resources Corp.                                                                | TRGP 6 1/2 02/15/53             | CUSIP: 87612GAD3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    400000 | PA      | $398571.04    | 0.03%             | 2053-02-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Targa Resources Corp.                                                                | TRGP 5.55 08/15/35              | CUSIP: 87612GAM3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    600000 | PA      | $587479.66    | 0.05%             | 2035-08-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| Targa Resources Corp.                                                                | TRGP 6 1/8 05/15/55             | CUSIP: 87612GAN1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    500000 | PA      | $473423.02    | 0.04%             | 2055-05-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Telefonica Emisiones S.A.U.                                                          | TELEFO 7.045 06/20/36           | CUSIP: 87938WAC7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    900000 | PA      | $995508.17    | 0.08%             | 2036-06-20      | Fixed         | 7.04%                 | No            | 2                  | On Loan: No      |
| Texas Instruments Incorporated                                                       | TXN 4.15 05/15/48               | CUSIP: 882508BD5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $896236.62    | 0.07%             | 2048-05-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| Texas Instruments Incorporated                                                       | TXN 5.05 05/18/63               | CUSIP: 882926AA6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    800000 | PA      | $717752.54    | 0.06%             | 2063-05-18      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| Thermo Fisher Scientific Inc                                                         | TMO 2.6 10/01/29                | CUSIP: 883556BZ4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    800000 | PA      | $745573.13    | 0.06%             | 2029-10-01      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| Thermo Fisher Scientific Inc                                                         | TMO 4.977 08/10/30              | CUSIP: 883556CW0<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    800000 | PA      | $819391.90    | 0.07%             | 2030-08-10      | Fixed         | 4.98%                 | No            | 2                  | On Loan: No      |
| Thermo Fisher Scientific Inc                                                         | TMO 5.086 08/10/33              | CUSIP: 883556CX8<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    900000 | PA      | $909603.68    | 0.07%             | 2033-08-10      | Fixed         | 5.09%                 | No            | 2                  | On Loan: No      |
| 3M Company                                                                           | MMM 2 3/8 08/26/29              | CUSIP: 88579YBJ9<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1471838.08   | 0.12%             | 2029-08-26      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| Time Warner Cable LLC                                                                | TWC 7.3 07/01/38                | CUSIP: 88732JAN8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $626080.01    | 0.05%             | 2038-07-01      | Fixed         | 7.30%                 | No            | 2                  | On Loan: No      |
| Time Warner Cable LLC                                                                | TWC 6 3/4 06/15/39              | CUSIP: 88732JAU2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $598229.94    | 0.05%             | 2039-06-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Time Warner Cable LLC                                                                | TWC 5 1/2 09/01/41              | CUSIP: 88732JBB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $600295.49    | 0.05%             | 2041-09-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| The Toronto-Dominion Bank                                                            | TD 4.456 06/08/32               | CUSIP: 89115A2E1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    900000 | PA      | $874468.26    | 0.07%             | 2032-06-08      | Fixed         | 4.46%                 | No            | 2                  | On Loan: No      |
| The Toronto-Dominion Bank                                                            | TD 5.523 07/17/28               | CUSIP: 89115A2U5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    800000 | PA      | $829000.01    | 0.07%             | 2028-07-17      | Fixed         | 5.52%                 | No            | 2                  | On Loan: No      |
| The Toronto-Dominion Bank                                                            | TD 4.783 12/17/29               | CUSIP: 89115A3C4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    700000 | PA      | $706042.27    | 0.06%             | 2029-12-17      | Fixed         | 4.78%                 | No            | 2                  | On Loan: No      |
| The Toronto-Dominion Bank                                                            | TD 5.298 01/30/32               | CUSIP: 89115A3G5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $509130.95    | 0.04%             | 2032-01-30      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| TotalEnergies Capital International S.A.                                             | TTEFP 2.829 01/10/30            | CUSIP: 89153VAT6<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    900000 | PA      | $846103.21    | 0.07%             | 2030-01-10      | Fixed         | 2.83%                 | No            | 2                  | On Loan: No      |
| TotalEnergies Capital International S.A.                                             | TTEFP 3.127 05/29/50            | CUSIP: 89153VAV1<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |   1600000 | PA      | $1043830.05   | 0.08%             | 2050-05-29      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| TotalEnergies Capital S.A.                                                           | TTEFP 5.15 04/05/34             | CUSIP: 89157XAA9<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    600000 | PA      | $604886.51    | 0.05%             | 2034-04-05      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| TotalEnergies Capital S.A.                                                           | TTEFP 5.488 04/05/54            | CUSIP: 89157XAB7<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    900000 | PA      | $848710.60    | 0.07%             | 2054-04-05      | Fixed         | 5.49%                 | No            | 2                  | On Loan: No      |
| TotalEnergies Capital S.A.                                                           | TTEFP 5.638 04/05/64            | CUSIP: 89157XAC5<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    800000 | PA      | $761473.54    | 0.06%             | 2064-04-05      | Fixed         | 5.64%                 | No            | 2                  | On Loan: No      |
| Toyota Motor Credit Corp.                                                            | TOYOTA 3 3/8 04/01/30           | CUSIP: 89236TGY5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    800000 | PA      | $761310.10    | 0.06%             | 2030-04-01      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Toyota Motor Credit Corp.                                                            | TOYOTA 4.45 06/29/29            | CUSIP: 89236TKD6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501304.74    | 0.04%             | 2029-06-29      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| Toyota Motor Credit Corp.                                                            | TOYOTA 5 1/4 09/11/28           | CUSIP: 89236TLB9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    700000 | PA      | $721448.79    | 0.06%             | 2028-09-11      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Toyota Motor Credit Corp.                                                            | TOYOTA 5.55 11/20/30            | CUSIP: 89236TLE3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    600000 | PA      | $629599.15    | 0.05%             | 2030-11-20      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| Toyota Motor Credit Corp.                                                            | TOYOTA 5.35 01/09/35            | CUSIP: 89236TNB7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    600000 | PA      | $614417.95    | 0.05%             | 2035-01-09      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| TransCanada Pipelines Limited                                                        | TRPCN 6.2 10/15/37              | CUSIP: 89352HAD1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    900000 | PA      | $920427.93    | 0.07%             | 2037-10-15      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| TransCanada Pipelines Limited                                                        | TRPCN 4 5/8 03/01/34            | CUSIP: 89352HAM1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $562975.97    | 0.05%             | 2034-03-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| TransCanada Pipelines Limited                                                        | TRPCN 4.1 04/15/30              | CUSIP: 89352HBA6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   1100000 | PA      | $1061219.84   | 0.09%             | 2030-04-15      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| Travelers Companies, Inc.                                                            | TRV 6 1/4 06/15/37              | CUSIP: 89417EAD1<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    600000 | PA      | $655971.86    | 0.05%             | 2037-06-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Truist Bank (North Carolina)                                                         | TFC 2 1/4 03/11/30              | CUSIP: 89788KAA4<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    700000 | PA      | $615801.48    | 0.05%             | 2030-03-11      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Truist Financial Corp.                                                               | TFC 1.887 06/07/29              | CUSIP: 89788MAE2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    800000 | PA      | $737799.19    | 0.06%             | 2029-06-07      | Fixed         | 1.89%                 | No            | 2                  | On Loan: No      |
| Truist Financial Corp.                                                               | TFC 5.867 06/08/34              | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    800000 | PA      | $819043.45    | 0.07%             | 2034-06-08      | Fixed         | 5.87%                 | No            | 2                  | On Loan: No      |
| Truist Financial Corp.                                                               | TFC 7.161 10/30/29              | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    800000 | PA      | $863261.75    | 0.07%             | 2029-10-30      | Fixed         | 7.16%                 | No            | 2                  | On Loan: No      |
| Truist Financial Corp.                                                               | TFC 5.711 01/24/35              | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1016218.05   | 0.08%             | 2035-01-24      | Fixed         | 5.71%                 | No            | 2                  | On Loan: No      |
| Truist Financial Corp.                                                               | TFC 5.153 08/05/32              | CUSIP: 89788MAT9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502033.02    | 0.04%             | 2032-08-05      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Tyson Foods, Inc.                                                                    | TSN 5.1 09/28/48                | CUSIP: 902494BH5<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $887773.16    | 0.07%             | 2048-09-28      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| UBS Group AG                                                                         | UBS 4 7/8 05/15/45              | CUSIP: 902613AY4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    600000 | PA      | $528940.94    | 0.04%             | 2045-05-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Uber Technologies Inc                                                                | UBER 4.8 09/15/34               | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    600000 | PA      | $581723.64    | 0.05%             | 2034-09-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Uber Technologies Inc                                                                | UBER 5.35 09/15/54              | CUSIP: 90353TAQ3<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    500000 | PA      | $458805.65    | 0.04%             | 2054-09-15      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| Unilever Capital Corporation                                                         | UNANA 5.9 11/15/32              | CUSIP: 904764AH0<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    600000 | PA      | $651643.75    | 0.05%             | 2032-11-15      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| Unilever Capital Corporation                                                         | UNANA 5 12/08/33                | CUSIP: 904764BT3<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    700000 | PA      | $715877.76    | 0.06%             | 2033-12-08      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Union Pacific Corporation                                                            | UNP 3.799 10/01/51              | CUSIP: 907818EM6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $900246.07    | 0.07%             | 2051-10-01      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Union Pacific Corporation                                                            | UNP 3.839 03/20/60              | CUSIP: 907818FG8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $784517.73    | 0.06%             | 2060-03-20      | Fixed         | 3.84%                 | No            | 2                  | On Loan: No      |
| Union Pacific Corporation                                                            | UNP 2.4 02/05/30                | CUSIP: 907818FH6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    700000 | PA      | $640926.60    | 0.05%             | 2030-02-05      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| Union Pacific Corporation                                                            | UNP 3.2 05/20/41                | CUSIP: 907818FT0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    900000 | PA      | $678525.81    | 0.05%             | 2041-05-20      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| Union Pacific Corporation                                                            | UNP 2.95 03/10/52               | CUSIP: 907818FW3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    600000 | PA      | $380099.04    | 0.03%             | 2052-03-10      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| Union Pacific Corporation                                                            | UNP 2.8 02/14/32                | CUSIP: 907818FX1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    600000 | PA      | $536324.03    | 0.04%             | 2032-02-14      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| Union Pacific Corporation                                                            | UNP 5.1 02/20/35                | CUSIP: 907818GG7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    600000 | PA      | $603644.95    | 0.05%             | 2035-02-20      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| United Parcel Service, Inc.                                                          | UPS 5.3 04/01/50                | CUSIP: 911312BW5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    700000 | PA      | $655288.70    | 0.05%             | 2050-04-01      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| United Parcel Service, Inc.                                                          | UPS 5.05 03/03/53               | CUSIP: 911312CA2<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    600000 | PA      | $540110.33    | 0.04%             | 2053-03-03      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| United Parcel Service, Inc.                                                          | UPS 5.15 05/22/34               | CUSIP: 911312CD6<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    500000 | PA      | $506368.23    | 0.04%             | 2034-05-22      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| United Parcel Service, Inc.                                                          | UPS 5 1/2 05/22/54              | CUSIP: 911312CE4<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    500000 | PA      | $477227.63    | 0.04%             | 2054-05-22      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| U.S. Bancorp.                                                                        | USB 5.85 10/21/33               | CUSIP: 91159HJJ0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    700000 | PA      | $724216.79    | 0.06%             | 2033-10-21      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| U.S. Bancorp.                                                                        | USB 4.839 02/01/34              | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    600000 | PA      | $581596.58    | 0.05%             | 2034-02-01      | Fixed         | 4.84%                 | No            | 2                  | On Loan: No      |
| U.S. Bancorp.                                                                        | USB 5.775 06/12/29              | CUSIP: 91159HJM3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    800000 | PA      | $827186.43    | 0.07%             | 2029-06-12      | Fixed         | 5.78%                 | No            | 2                  | On Loan: No      |
| U.S. Bancorp.                                                                        | USB 5.836 06/12/34              | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    700000 | PA      | $722000.60    | 0.06%             | 2034-06-12      | Fixed         | 5.84%                 | No            | 2                  | On Loan: No      |
| U.S. Bancorp.                                                                        | USB 5.384 01/23/30              | CUSIP: 91159HJQ4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    800000 | PA      | $818505.31    | 0.07%             | 2030-01-23      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| U.S. Bancorp.                                                                        | USB 5.046 02/12/31              | CUSIP: 91159HJT8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    800000 | PA      | $809376.38    | 0.07%             | 2031-02-12      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| U.S. Bancorp.                                                                        | USB 5.424 02/12/36              | CUSIP: 91159HJU5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500807.91    | 0.04%             | 2036-02-12      | Fixed         | 5.42%                 | No            | 2                  | On Loan: No      |
| RTX Corp.                                                                            | RTX 4.15 05/15/45               | CUSIP: 913017CA5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    900000 | PA      | $725605.74    | 0.06%             | 2045-05-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| RTX Corp.                                                                            | RTX 3 3/4 11/01/46              | CUSIP: 913017CJ6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    600000 | PA      | $450189.82    | 0.04%             | 2046-11-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| RTX Corp.                                                                            | RTX 4 1/8 11/16/28              | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1189600.10   | 0.10%             | 2028-11-16      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 6 7/8 02/15/38              | CUSIP: 91324PBK7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    600000 | PA      | $680838.59    | 0.06%             | 2038-02-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 4 3/4 07/15/45              | CUSIP: 91324PCR1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    900000 | PA      | $789099.99    | 0.06%             | 2045-07-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 4 1/4 06/15/48              | CUSIP: 91324PDL3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    900000 | PA      | $717376.91    | 0.06%             | 2048-06-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 3 7/8 08/15/59              | CUSIP: 91324PDV1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    700000 | PA      | $489173.76    | 0.04%             | 2059-08-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 2 05/15/30                  | CUSIP: 91324PDX7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    700000 | PA      | $621341.45    | 0.05%             | 2030-05-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 2.9 05/15/50                | CUSIP: 91324PDZ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    900000 | PA      | $557020.33    | 0.05%             | 2050-05-15      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 3 1/4 05/15/51              | CUSIP: 91324PEF5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $660967.46    | 0.05%             | 2051-05-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 4.2 05/15/32                | CUSIP: 91324PEJ7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    600000 | PA      | $576914.50    | 0.05%             | 2032-05-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 4 3/4 05/15/52              | CUSIP: 91324PEK4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    800000 | PA      | $675623.33    | 0.05%             | 2052-05-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 5.35 02/15/33               | CUSIP: 91324PER9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    700000 | PA      | $716808.51    | 0.06%             | 2033-02-15      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 5 7/8 02/15/53              | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    800000 | PA      | $793885.31    | 0.06%             | 2053-02-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 6.05 02/15/63               | CUSIP: 91324PET5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503675.90    | 0.04%             | 2063-02-15      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 4 1/4 01/15/29              | CUSIP: 91324PEU2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    800000 | PA      | $799218.73    | 0.06%             | 2029-01-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 4 1/2 04/15/33              | CUSIP: 91324PEV0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    700000 | PA      | $676860.36    | 0.05%             | 2033-04-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 5.05 04/15/53               | CUSIP: 91324PEW8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    800000 | PA      | $709054.00    | 0.06%             | 2053-04-15      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 5.2 04/15/63                | CUSIP: 91324PEX6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    700000 | PA      | $619157.42    | 0.05%             | 2063-04-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 5 3/8 04/15/54              | CUSIP: 91324PFC1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    700000 | PA      | $651160.65    | 0.05%             | 2054-04-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 4.8 01/15/30                | CUSIP: 91324PFG2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    800000 | PA      | $812571.08    | 0.07%             | 2030-01-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 4.95 01/15/32               | CUSIP: 91324PFH0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    700000 | PA      | $705955.10    | 0.06%             | 2032-01-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 5 1/2 07/15/44              | CUSIP: 91324PFK3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    800000 | PA      | $774646.37    | 0.06%             | 2044-07-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 5 5/8 07/15/54              | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    600000 | PA      | $579016.25    | 0.05%             | 2054-07-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 5 3/4 07/15/64              | CUSIP: 91324PFM9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    600000 | PA      | $580592.35    | 0.05%             | 2064-07-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Universal Health Services, Inc.                                                      | UHS 2.65 10/15/30               | CUSIP: 913903AW0<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    700000 | PA      | $613050.70    | 0.05%             | 2030-10-15      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| Valero Energy Corp.                                                                  | VLO 3.65 12/01/51               | CUSIP: 91913YBD1<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    800000 | PA      | $522503.35    | 0.04%             | 2051-12-01      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| Ventas Realty Limited Partnership                                                    | VTR 4.4 01/15/29                | CUSIP: 92277GAN7<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495385.11    | 0.04%             | 2029-01-15      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Verizon Communications Inc.                                                          | VZ 3 7/8 02/08/29               | CUSIP: 92343VES9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    400000 | PA      | $393163.08    | 0.03%             | 2029-02-08      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Verizon Communications Inc.                                                          | VZ 4.016 12/03/29               | CUSIP: 92343VEU4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    900000 | PA      | $882777.47    | 0.07%             | 2029-12-03      | Fixed         | 4.02%                 | No            | 2                  | On Loan: No      |
| Verizon Communications Inc.                                                          | VZ 4 03/22/50                   | CUSIP: 92343VFD1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    900000 | PA      | $682820.06    | 0.06%             | 2050-03-22      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Verizon Communications Inc.                                                          | VZ 3.15 03/22/30                | CUSIP: 92343VFE9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    500000 | PA      | $470473.20    | 0.04%             | 2030-03-22      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| Verizon Communications Inc.                                                          | VZ 1 3/4 01/20/31               | CUSIP: 92343VFR0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1367696.66   | 0.11%             | 2031-01-20      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Verizon Communications Inc.                                                          | VZ 2.65 11/20/40                | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1053622.04   | 0.09%             | 2040-11-20      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| Verizon Communications Inc.                                                          | VZ 2 7/8 11/20/50               | CUSIP: 92343VFU3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $923264.57    | 0.07%             | 2050-11-20      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Verizon Communications Inc.                                                          | VZ 1.68 10/30/30                | CUSIP: 92343VFX7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $857224.91    | 0.07%             | 2030-10-30      | Fixed         | 1.68%                 | No            | 2                  | On Loan: No      |
| Verizon Communications Inc.                                                          | VZ 3.55 03/22/51                | CUSIP: 92343VGB4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1133212.43   | 0.09%             | 2051-03-22      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| Verizon Communications Inc.                                                          | VZ 3.7 03/22/61                 | CUSIP: 92343VGC2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $1431560.17   | 0.12%             | 2061-03-22      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Verizon Communications Inc.                                                          | VZ 3.4 03/22/41                 | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1297888.65   | 0.11%             | 2041-03-22      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| Verizon Communications Inc.                                                          | VZ 2.355 03/15/32               | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1619749.24   | 0.13%             | 2032-03-15      | Fixed         | 2.35%                 | No            | 2                  | On Loan: No      |
| Verizon Communications Inc.                                                          | VZ 3 7/8 03/01/52               | CUSIP: 92343VGP3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    600000 | PA      | $442105.94    | 0.04%             | 2052-03-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Verizon Communications Inc.                                                          | VZ 5.05 05/09/33                | CUSIP: 92343VGT5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    800000 | PA      | $805882.97    | 0.07%             | 2033-05-09      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| Verizon Communications Inc.                                                          | VZ 5 1/2 02/23/54               | CUSIP: 92343VGW8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    600000 | PA      | $577021.78    | 0.05%             | 2054-02-23      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Verizon Communications Inc.                                                          | VZ 4.78 02/15/35                | CUSIP: 92343VGY4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    600000 | PA      | $582520.69    | 0.05%             | 2035-02-15      | Fixed         | 4.78%                 | No            | 2                  | On Loan: No      |
| Verizon Communications Inc.                                                          | VZ 5 1/4 04/02/35               | CUSIP: 92343VGZ1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1204182.72   | 0.10%             | 2035-04-02      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Paramount Global                                                                     | PARA 4 3/8 03/15/43             | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    900000 | PA      | $648967.47    | 0.05%             | 2043-03-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Paramount Global                                                                     | PARA 4.2 05/19/32               | CUSIP: 92556HAD9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    800000 | PA      | $716040.37    | 0.06%             | 2032-05-19      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Viatris Inc                                                                          | VTRS 4 06/22/50                 | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    900000 | PA      | $565447.05    | 0.05%             | 2050-06-22      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| VICI Properties LP                                                                   | VICI 4.95 02/15/30              | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496783.30    | 0.04%             | 2030-02-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| VICI Properties LP                                                                   | VICI 5 1/8 05/15/32             | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    500000 | PA      | $489747.18    | 0.04%             | 2032-05-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| VICI Properties LP                                                                   | VICI 5 1/8 11/15/31             | CUSIP: 925650AH6<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    500000 | PA      | $493569.30    | 0.04%             | 2031-11-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Visa Inc                                                                             | V 4.15 12/14/35                 | CUSIP: 92826CAE2<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    800000 | PA      | $760498.88    | 0.06%             | 2035-12-14      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| Visa Inc                                                                             | V 4.3 12/14/45                  | CUSIP: 92826CAF9<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1376770.11   | 0.11%             | 2045-12-14      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Visa Inc                                                                             | V 2.05 04/15/30                 | CUSIP: 92826CAM4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $995687.47    | 0.08%             | 2030-04-15      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| VMware LLC                                                                           | VMW 4.7 05/15/30                | CUSIP: 928563AF2<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    500000 | PA      | $494943.85    | 0.04%             | 2030-05-15      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| VMware LLC                                                                           | VMW 2.2 08/15/31                | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    600000 | PA      | $509704.22    | 0.04%             | 2031-08-15      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| Vodafone Group PLC                                                                   | VOD 4 7/8 06/19/49              | CUSIP: 92857WBS8<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $842821.96    | 0.07%             | 2049-06-19      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Vodafone Group PLC                                                                   | VOD 4 1/4 09/17/50              | CUSIP: 92857WBU3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $531354.54    | 0.04%             | 2050-09-17      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Vodafone Group PLC                                                                   | VOD 5 3/4 06/28/54              | CUSIP: 92857WCA6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $757020.75    | 0.06%             | 2054-06-28      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Walmart Inc                                                                          | WMT 1 1/2 09/22/28              | CUSIP: 931142ES8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    900000 | PA      | $832375.09    | 0.07%             | 2028-09-22      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Walmart Inc                                                                          | WMT 1.8 09/22/31                | CUSIP: 931142ET6<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    700000 | PA      | $607991.37    | 0.05%             | 2031-09-22      | Fixed         | 1.80%                 | No            | 2                  | On Loan: No      |
| Walmart Inc                                                                          | WMT 2 1/2 09/22/41              | CUSIP: 931142EU3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $702773.44    | 0.06%             | 2041-09-22      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Walmart Inc                                                                          | WMT 2.65 09/22/51               | CUSIP: 931142EV1<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $622348.69    | 0.05%             | 2051-09-22      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| Walmart Inc                                                                          | WMT 4.15 09/09/32               | CUSIP: 931142EY5<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    500000 | PA      | $493335.98    | 0.04%             | 2032-09-09      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| Walmart Inc                                                                          | WMT 4 1/2 09/09/52              | CUSIP: 931142EZ2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    900000 | PA      | $786605.52    | 0.06%             | 2052-09-09      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Walmart Inc                                                                          | WMT 4.1 04/15/33                | CUSIP: 931142FD0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    500000 | PA      | $487233.07    | 0.04%             | 2033-04-15      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| Walmart Inc                                                                          | WMT 4.9 04/28/35                | CUSIP: 931142FP3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    900000 | PA      | $910871.39    | 0.07%             | 2035-04-28      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Waste Connections Inc (CA) Inc                                                       | WCNCN 5 03/01/34                | CUSIP: 94106BAG6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    800000 | PA      | $801921.16    | 0.06%             | 2034-03-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Waste Management, Inc.                                                               | WM 4 5/8 02/15/30               | CUSIP: 94106LBT5<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    600000 | PA      | $608134.99    | 0.05%             | 2030-02-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Waste Management, Inc.                                                               | WM 4.8 03/15/32                 | CUSIP: 94106LCD9<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    800000 | PA      | $804626.72    | 0.07%             | 2032-03-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Waste Management, Inc.                                                               | WM 4.95 03/15/35                | CUSIP: 94106LCE7<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    900000 | PA      | $893889.08    | 0.07%             | 2035-03-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Waste Management, Inc.                                                               | WM 5.35 10/15/54                | CUSIP: 94106LCF4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96247.12     | 0.01%             | 2054-10-15      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| Elevance Health Inc.                                                                 | ANTM 4.65 08/15/44              | CUSIP: 94973VBK2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    800000 | PA      | $690685.89    | 0.06%             | 2044-08-15      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC 5.606 01/15/44              | CUSIP: 949746RF0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    800000 | PA      | $754793.22    | 0.06%             | 2044-01-15      | Fixed         | 5.61%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC 4.65 11/04/44               | CUSIP: 94974BGE4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    800000 | PA      | $668155.58    | 0.05%             | 2044-11-04      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC 3.9 05/01/45                | CUSIP: 94974BGK0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    700000 | PA      | $545576.87    | 0.04%             | 2045-05-01      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC 4.9 11/17/45                | CUSIP: 94974BGQ7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    700000 | PA      | $598423.40    | 0.05%             | 2045-11-17      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC 4.4 06/14/46                | CUSIP: 94974BGT1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    800000 | PA      | $634844.43    | 0.05%             | 2046-06-14      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC 4 3/4 12/07/46              | CUSIP: 94974BGU8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    700000 | PA      | $582091.34    | 0.05%             | 2046-12-07      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC 2.879 10/30/30              | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $925432.21    | 0.07%             | 2030-10-30      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC 2.572 02/11/31              | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    900000 | PA      | $814535.99    | 0.07%             | 2031-02-11      | Fixed         | 2.57%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC 4.478 04/04/31              | CUSIP: 95000U2L6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    900000 | PA      | $886540.80    | 0.07%             | 2031-04-04      | Fixed         | 4.48%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC 5.013 04/04/51              | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1410578.35   | 0.11%             | 2051-04-04      | Fixed         | 5.01%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC 3.068 04/30/41              | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    900000 | PA      | $661876.88    | 0.05%             | 2041-04-30      | Fixed         | 3.07%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC 3.35 03/02/33               | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $897243.40    | 0.07%             | 2033-03-02      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC 4.611 04/25/53              | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $830975.87    | 0.07%             | 2053-04-25      | Fixed         | 4.61%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC 4.897 07/25/33              | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1375326.40   | 0.11%             | 2033-07-25      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC 5.389 04/24/34              | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1103842.17   | 0.09%             | 2034-04-24      | Fixed         | 5.39%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC 5.574 07/25/29              | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1439250.95   | 0.12%             | 2029-07-25      | Fixed         | 5.57%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC 5.557 07/25/34              | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1316349.33   | 0.11%             | 2034-07-25      | Fixed         | 5.56%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC 6.303 10/23/29              | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    800000 | PA      | $843659.10    | 0.07%             | 2029-10-23      | Fixed         | 6.30%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC 6.491 10/23/34              | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1181737.63   | 0.10%             | 2034-10-23      | Fixed         | 6.49%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC 5.499 01/23/35              | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    900000 | PA      | $905923.66    | 0.07%             | 2035-01-23      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC 5.211 12/03/35              | CUSIP: 95000U3N1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    800000 | PA      | $788680.95    | 0.06%             | 2035-12-03      | Fixed         | 5.21%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC 5.244 01/24/31              | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    800000 | PA      | $815655.14    | 0.07%             | 2031-01-24      | Fixed         | 5.24%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC 5.605 04/23/36              | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    600000 | PA      | $608681.38    | 0.05%             | 2036-04-23      | Fixed         | 5.61%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC 5.15 04/23/31               | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    900000 | PA      | $912769.10    | 0.07%             | 2031-04-23      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Welltower OP LLC                                                                     | WELL 3.1 01/15/30               | CUSIP: 95040QAJ3<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    800000 | PA      | $752716.16    | 0.06%             | 2030-01-15      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| Western Midstream Operating  LP                                                      | WES 4.05 02/01/30               | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    700000 | PA      | $664224.56    | 0.05%             | 2030-02-01      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| Western Midstream Operating  LP                                                      | WES 5.45 11/15/34               | CUSIP: 958667AG2<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    800000 | PA      | $762035.58    | 0.06%             | 2034-11-15      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| Westpac Banking Corp.                                                                | WSTP 2.963 11/16/40             | CUSIP: 961214EQ2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    800000 | PA      | $582405.85    | 0.05%             | 2040-11-16      | Fixed         | 2.96%                 | No            | 2                  | On Loan: No      |
| Westpac Banking Corp.                                                                | WSTP 2.15 06/03/31              | CUSIP: 961214ET6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   1000000 | PA      | $879179.14    | 0.07%             | 2031-06-03      | Fixed         | 2.15%                 | No            | 2                  | On Loan: No      |
| Westpac Banking Corp.                                                                | WSTP 1.953 11/20/28             | CUSIP: 961214EW9<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    800000 | PA      | $741926.26    | 0.06%             | 2028-11-20      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| Westpac Banking Corp.                                                                | WSTP 5.535 11/17/28             | CUSIP: 961214FN8<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    700000 | PA      | $732281.35    | 0.06%             | 2028-11-17      | Fixed         | 5.54%                 | No            | 2                  | On Loan: No      |
| Williams Companies Inc. (The)                                                        | WMB 2.6 03/15/31                | CUSIP: 969457BY5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    900000 | PA      | $794491.26    | 0.06%             | 2031-03-15      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| Williams Companies Inc. (The)                                                        | WMB 5.3 08/15/52                | CUSIP: 969457CA6<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    700000 | PA      | $621544.29    | 0.05%             | 2052-08-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| Williams Companies Inc. (The)                                                        | WMB 5.3 08/15/28                | CUSIP: 969457CK4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    700000 | PA      | $715926.53    | 0.06%             | 2028-08-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| Williams Companies Inc. (The)                                                        | WMB 5.6 03/15/35                | CUSIP: 969457CP3<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    800000 | PA      | $804909.06    | 0.07%             | 2035-03-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| Williams Partners L.P.                                                               | WMB 5.1 09/15/45                | CUSIP: 96949LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $613375.36    | 0.05%             | 2045-09-15      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| Willis North America Inc.                                                            | WTW 5.35 05/15/33               | CUSIP: 970648AM3<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    800000 | PA      | $806289.90    | 0.07%             | 2033-05-15      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| Woodside Finance Ltd.                                                                | WDSAU 5.1 09/12/34              | CUSIP: 980236AR4<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    700000 | PA      | $666421.40    | 0.05%             | 2034-09-12      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| Workday Inc                                                                          | WDAY 3.8 04/01/32               | CUSIP: 98138HAJ0<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    600000 | PA      | $554812.57    | 0.04%             | 2032-04-01      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Wyeth LLC                                                                            | PFE 5.95 04/01/37               | CUSIP: 983024AN0<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |    900000 | PA      | $947217.66    | 0.08%             | 2037-04-01      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Xcel Energy Inc                                                                      | XEL 5.6 04/15/35                | CUSIP: 98389BBE9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    700000 | PA      | $705909.41    | 0.06%             | 2035-04-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| Zimmer Biomet Holdings Inc                                                           | ZBH 2.6 11/24/31                | CUSIP: 98956PAV4<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    600000 | PA      | $525023.65    | 0.04%             | 2031-11-24      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| Zoetis Inc.                                                                          | ZTS 4.7 02/01/43                | CUSIP: 98978VAH6<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    600000 | PA      | $540599.29    | 0.04%             | 2043-02-01      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| CDX.NA.HY SERIES 44                                                                  | CDX.NA.HY SERIES 44 6/30        | CUSIP: N/A<br>LEI: N/A                        | Long             | DCR              | CORP              | N/A       | -25000000 | PA      | $865725.00    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| CDX.NA.IG SERIES 44                                                                  | CDX.NA.HY SERIES 44 06/30       | CUSIP: N/A<br>LEI: N/A                        | Long             | DCR              | CORP              | N/A       | -75000000 | PA      | $1080000.00   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS FINANCIAL SQUARE PRIME OBLIGATIONS FUND                                | FINANCIAL SQUARE GOV CL FST MMF | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | US        |         0 | NS      | $0.00         | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Chicago Board of Trade                                                               | US 10YR NOTE (CBT)Jun25         | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Long             | DIR              | CORP              | US        |       400 | NC      | $18740.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |

### Signature

**Date Signed:** 2025-05-28

**Name of Applicant:** Northern Lights Fund Trust

**Signature:** James Colantino

**Name of Signer:** James Colantino

**Title:** Treasurer