# EDGAR Filing Document

**Accession Number:** 0000898745
**File Stem:** 0000898745-26-000757
**Filing Date:** 2026-6
**Character Count:** 1551918
**Document Hash:** 704278f4fbd67f06df55b9a75fbb65de
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000898745-26-000757.hdr.sgml**: 20260625

**ACCESSION NUMBER**: 0000898745-26-000757

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260625

**DATE AS OF CHANGE**: 20260625

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PRINCIPAL FUNDS, INC.
- **CENTRAL INDEX KEY:** 0000898745

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07572
- **FILM NUMBER:** 261118270

**BUSINESS ADDRESS:**
- **STREET 1:** 711 HIGH STREET
- **CITY:** DES MOINES
- **STATE:** IA
- **ZIP:** 50392
- **BUSINESS PHONE:** 515-235-9328

**MAIL ADDRESS:**
- **STREET 1:** PRINCIPAL FINANCIAL GROUP
- **CITY:** DES MOINES
- **STATE:** IA
- **ZIP:** 50392

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PRINCIPAL FUNDS, INC
- **DATE OF NAME CHANGE:** 20211220

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PRINCIPAL FUNDS INC
- **DATE OF NAME CHANGE:** 20080616

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PRINCIPAL INVESTORS FUND INC
- **DATE OF NAME CHANGE:** 20001012

## Series and Classes Contracts Data

### Diversified Income Fund (f/k/a Global Diversified Income Fund) (Series ID: S000024296)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000071805 | Institutional Class | PGDIX           |
| C000071807 | Class A             | PGBAX           |
| C000071808 | Class C             | PGDCX           |
| C000190075 | R-6                 | PGBLX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Principal Funds, Inc

- **b. Investment Company Act file number:** 811-07572

- **c. CIK number of Registrant:** 0000898745

- **d. LEI of Registrant:** 549300HZGBXSW6DSXF23

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

  - **Street Address 1:** 711 High St

  - **City:** Des Moines

  - **State:** IA

  - **Foreign country:** US

  - **Zip / Postal Code:** 50392

  - **Telephone number:** 515-235-1719

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

- **a. Name of Series:** Diversified Income Fund

- **b. EDGAR series identifier (if any):** S000024296

- **c. LEI of Series:** Z3JN35WE26MM2N5JM972

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2258342526.26

**Total Liabilities:** $68178640.17

**Net Assets:** $2190163886.09

**Delayed Delivery Securities:** $12310506.78

**Cash Not Reported:** $162092.47

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 102.65540000 | **1-Year:** -611.16160000 | **5-Year:** -5660.30570000 | **10-Year:** -1703.44480000 | **30-Year:** -15652.74420000

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

- **3-Month:** -143.68930000 | **1-Year:** -5429.67170000 | **5-Year:** -3877.33450000 | **10-Year:** 6804.90090000 | **30-Year:** -740.52600000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000071805 | -0.03%               | -1.81%               | 1.46%                |
| Class ID C000071807 | -0.05%               | -1.75%               | 1.33%                |
| Class ID C000071808 | -0.20%               | -1.83%               | 1.36%                |
| Class ID C000190075 | -0.11%               | -1.73%               | 1.46%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $3219661.51              | $-15869970.85                              |
| Month 2  | $506423.59               | $-53263979.42                              |
| Month 3  | $-5224366.19             | $27801605.98                               |

**Designated Index Information**

- **Index Name:** Fund Securities Portfolio

- **Index Identifier:** N/A

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| A&K Travel Group Holdings Ltd                                                               | A&K Travel Group Holdings Ltd                                                               | CUSIP: 00039UAA6<br>LEI: 254900QJTRYLWP442517 | Long             | DBT              | CORP              | JE        |     1090000 | PA      | $1095372.64   | 0.05%             | 2033-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                            | ABN AMRO Bank NV                                                                            | CUSIP: 00084DAW0<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $189441.62    | 0.01%             | 2029-12-13      | Variable      | 2.47%                 | No            |                  2 | On Loan: No      |
| Specialty Steel Holdings, Inc.                                                              | Specialty Steel Holdings, Inc.                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          87 | NS      | $4284023.74   | 0.20%             |  |  |  | No            |                  3 | On Loan: No      |
| AGCO Corp                                                                                   | AGCO Corp                                                                                   | CUSIP: 001084AR3<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |      682000 | PA      | $686894.33    | 0.03%             | 2027-03-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                               | AEP Texas Inc                                                                               | CUSIP: 00108WAU4<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |      731000 | PA      | $702835.80    | 0.03%             | 2055-10-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ADT Security Corp/The                                                                       | ADT Security Corp/The                                                                       | CUSIP: 00109LAB9<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |      450000 | PA      | $443316.29    | 0.02%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AGL CLO 12 Ltd                                                                              | AGL CLO 12 Ltd                                                                              | CUSIP: 00120BAL4<br>LEI: 54930005OE1IFBESDA27 | Long             | ABS-CBDO         | CORP              | KY        |      449167 | PA      | $449074.14    | 0.02%             | 2038-10-20      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| AES Corp/The                                                                                | AES Corp/The                                                                                | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |      119000 | PA      | $105967.24    | 0.00%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AIA Group Ltd                                                                               | AIA Group Ltd                                                                               | CUSIP: 00131LAP0<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |      200000 | PA      | $204201.56    | 0.01%             | 2033-04-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| Corebridge Global Funding                                                                   | Corebridge Global Funding                                                                   | CUSIP: 00138CAV0<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102999.34    | 0.00%             | 2028-09-19      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| AMN Healthcare Inc                                                                          | AMN Healthcare Inc                                                                          | CUSIP: 00175PAD5<br>LEI: 549300H27NUKBFFQEE84 | Long             | DBT              | CORP              | US        |     2470000 | PA      | $2461317.21   | 0.11%             | 2031-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| APA Infrastructure Ltd                                                                      | APA Infrastructure Ltd                                                                      | CUSIP: 00188LAA5<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |       50000 | PA      | $49522.99     | 0.00%             | 2034-09-16      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Everforth Inc                                                                               | Everforth Inc                                                                               | CUSIP: 00191UAA0<br>LEI: LZBNYYCBUKY537072438 | Long             | DBT              | CORP              | US        |     2075000 | PA      | $1939584.88   | 0.09%             | 2028-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ATP Tower Holdings / Andean Telecom Partners Chile SpA / Andean Tower Partners Colombia SAS | ATP Tower Holdings / Andean Telecom Partners Chile SpA / Andean Tower Partners Colombia SAS | CUSIP: 00193BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     2175000 | PA      | $2224547.76   | 0.10%             | 2030-02-03      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| APLD ComputeCo LLC                                                                          | APLD ComputeCo LLC                                                                          | CUSIP: 00202DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3420000 | PA      | $3676106.22   | 0.17%             | 2030-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                    | AT&T Inc                                                                                    | CUSIP: 00206RBA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96550.01     | 0.00%             | 2041-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                    | AT&T Inc                                                                                    | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     1222000 | PA      | $1157160.83   | 0.05%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                    | AT&T Inc                                                                                    | CUSIP: 00206RCQ3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      938000 | PA      | $786877.72    | 0.04%             | 2046-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                    | AT&T Inc                                                                                    | CUSIP: 00206RFW7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     1154000 | PA      | $1103546.13   | 0.05%             | 2037-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                    | AT&T Inc                                                                                    | CUSIP: 00206RGQ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99283.51     | 0.00%             | 2030-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                    | AT&T Inc                                                                                    | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      100000 | PA      | $67994.56     | 0.00%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                    | AT&T Inc                                                                                    | CUSIP: 00206RKB7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      309000 | PA      | $205829.84    | 0.01%             | 2060-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                    | AT&T Inc                                                                                    | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      200000 | PA      | $128783.65    | 0.01%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                    | AT&T Inc                                                                                    | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      100000 | PA      | $63940.44     | 0.00%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                    | AT&T Inc                                                                                    | CUSIP: 00206RMT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101905.62    | 0.00%             | 2034-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                    | AT&T Inc                                                                                    | CUSIP: 00206RMX7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50351.16     | 0.00%             | 2030-08-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                    | AT&T Inc                                                                                    | CUSIP: 00206RMY5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50410.64     | 0.00%             | 2035-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                    | AT&T Inc                                                                                    | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      355000 | PA      | $345393.30    | 0.02%             | 2056-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                    | AT&T Inc                                                                                    | CUSIP: 00206RNC2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       50000 | PA      | $48634.91     | 0.00%             | 2035-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                    | AT&T Inc                                                                                    | CUSIP: 00206RNE8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      826000 | PA      | $766216.11    | 0.03%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                    | AT&T Inc                                                                                    | CUSIP: 00206RNG3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      458000 | PA      | $452012.41    | 0.02%             | 2033-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                    | AT&T Inc                                                                                    | CUSIP: 00206RNQ1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      454000 | PA      | $447798.83    | 0.02%             | 2066-10-30      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Aptiv Swiss Holdings Ltd                                                                    | Aptiv Swiss Holdings Ltd                                                                    | CUSIP: 00217GAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |       50000 | PA      | $36374.33     | 0.00%             | 2052-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc/AAdvantage Loyalty IP Ltd                                             | American Airlines Inc/AAdvantage Loyalty IP Ltd                                             | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      750000 | PA      | $750509.33    | 0.03%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                                         | Abbott Laboratories                                                                         | CUSIP: 002824BN9<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |      100000 | PA      | $91583.25     | 0.00%             | 2043-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                                         | Abbott Laboratories                                                                         | CUSIP: 002824BV1<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |      627000 | PA      | $605687.06    | 0.03%             | 2038-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                                         | Abbott Laboratories                                                                         | CUSIP: 002824BW9<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |      453000 | PA      | $437983.85    | 0.02%             | 2056-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                                  | AbbVie Inc                                                                                  | CUSIP: 00287YBD0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      100000 | PA      | $89088.63     | 0.00%             | 2048-11-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                                  | AbbVie Inc                                                                                  | CUSIP: 00287YBF5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100189.40    | 0.00%             | 2028-11-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                                  | AbbVie Inc                                                                                  | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     1340000 | PA      | $1173660.21   | 0.05%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                                  | AbbVie Inc                                                                                  | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      751000 | PA      | $606101.41    | 0.03%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                                  | AbbVie Inc                                                                                  | CUSIP: 00287YDT3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      518000 | PA      | $528661.92    | 0.02%             | 2031-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                                  | AbbVie Inc                                                                                  | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50691.89     | 0.00%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                                  | AbbVie Inc                                                                                  | CUSIP: 00287YDX4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |       50000 | PA      | $47411.55     | 0.00%             | 2064-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                                  | AbbVie Inc                                                                                  | CUSIP: 00287YEF2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      549000 | PA      | $538920.54    | 0.02%             | 2033-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Acadia Healthcare Co Inc                                                                    | Acadia Healthcare Co Inc                                                                    | CUSIP: 00404AAN9<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |       80000 | PA      | $79595.47     | 0.00%             | 2028-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Acadia Healthcare Co Inc                                                                    | Acadia Healthcare Co Inc                                                                    | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     1325000 | PA      | $1296546.16   | 0.06%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Acadia Healthcare Co Inc                                                                    | Acadia Healthcare Co Inc                                                                    | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     3550000 | PA      | $3631266.60   | 0.17%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| Accenture Capital Inc                                                                       | Accenture Capital Inc                                                                       | CUSIP: 00440KAD5<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |      370000 | PA      | $356468.99    | 0.02%             | 2034-10-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC / Acrisure Finance Inc                                                         | Acrisure LLC / Acrisure Finance Inc                                                         | CUSIP: 00489LAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3325000 | PA      | $3336657.45   | 0.15%             | 2029-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC / Acrisure Finance Inc                                                         | Acrisure LLC / Acrisure Finance Inc                                                         | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      300000 | PA      | $304657.08    | 0.01%             | 2030-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC / Acrisure Finance Inc                                                         | Acrisure LLC / Acrisure Finance Inc                                                         | CUSIP: 00489LAM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      525000 | PA      | $525316.05    | 0.02%             | 2029-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                   | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                   | CUSIP: 00774MAZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      150000 | PA      | $120512.78    | 0.01%             | 2041-10-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Aeroports de Montreal                                                                       | Aeroports de Montreal                                                                       | CUSIP: 007863AL7<br>LEI: 549300KK0OFPB3OVOT20 | Long             | DBT              | CORP              | CA        |       75000 | PA      | $40840.73     | 0.00%             | 2050-04-21      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Adventist Health System/West                                                                | Adventist Health System/West                                                                | CUSIP: 007944AN1<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49406.02     | 0.00%             | 2030-12-01      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Aetna Inc                                                                                   | Aetna Inc                                                                                   | CUSIP: 00817YAP3<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |       50000 | PA      | $42245.21     | 0.00%             | 2044-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Affiliated Managers Group Inc                                                               | Affiliated Managers Group Inc                                                               | CUSIP: 008252843<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EP               | CORP              | US        |       12860 | NS      | $212575.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Affiliated Managers Group Inc                                                               | Affiliated Managers Group Inc                                                               | CUSIP: 008252850<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EP               | CORP              | US        |       10586 | NS      | $213943.06    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Africa Finance Corp                                                                         | Africa Finance Corp                                                                         | CUSIP: 00832XAA9<br>LEI: 213800LXFHRRXIJRXW97 | Long             | DBT              | CORP              | XX        |     1525000 | PA      | $1547573.13   | 0.07%             | N/A             | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Africell Holding Ltd                                                                        | Africell Holding Ltd                                                                        | CUSIP: 00833NAA0<br>LEI: 984500JFB7AFK4B6C829 | Long             | DBT              | CORP              | JE        |     2500000 | PA      | $2515322.45   | 0.11%             | 2029-10-23      | Fixed         | 10.50%                | No            |                  2 | On Loan: —       |
| Agilent Technologies Inc                                                                    | Agilent Technologies Inc                                                                    | CUSIP: 00846UAL5<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |      844000 | PA      | $799625.40    | 0.04%             | 2029-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies Inc                                                                    | Agilent Technologies Inc                                                                    | CUSIP: 00846UAN1<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |     1001000 | PA      | $900183.30    | 0.04%             | 2031-03-12      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Airbnb Inc                                                                                  | Airbnb Inc                                                                                  | CUSIP: 009066AD3<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |      537000 | PA      | $536086.05    | 0.02%             | 2031-03-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Sumisho Air Lease Corp                                                                      | Sumisho Air Lease Corp                                                                      | CUSIP: 00914AAU6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |      150000 | PA      | $151584.76    | 0.01%             | 2028-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                                                              | Air Products and Chemicals Inc                                                              | CUSIP: 009158BP0<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50676.36     | 0.00%             | 2032-10-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                                 | Aker BP ASA                                                                                 | CUSIP: 00973RAF0<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |      200000 | PA      | $192736.55    | 0.01%             | 2030-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                            | Alabama Power Co                                                                            | CUSIP: 010392FW3<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |      150000 | PA      | $94485.56     | 0.00%             | 2052-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                            | Alabama Power Co                                                                            | CUSIP: 010392GE2<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49460.48     | 0.00%             | 2031-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Albemarle Corp                                                                              | Albemarle Corp                                                                              | CUSIP: 012653AE1<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100255.75    | 0.00%             | 2032-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                       | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                       | CUSIP: 01309QAD0<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1752331.50   | 0.08%             | 2034-03-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Aldar Properties PJSC                                                                       | Aldar Properties PJSC                                                                       | CUSIP: 013917AA7<br>LEI: 98450048CD8AEF13B480 | Long             | DBT              | CORP              | AE        |     3175000 | PA      | $2995150.06   | 0.14%             | 2056-04-14      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                                         | Alexandria Real Estate Equities Inc                                                         | CUSIP: 015271AU3<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99973.37     | 0.00%             | 2030-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| Alexandria Real Estate Equities Inc                                                         | Alexandria Real Estate Equities Inc                                                         | CUSIP: 015271BC2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |      100000 | PA      | $97386.83     | 0.00%             | 2036-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                                                   | Alibaba Group Holding Ltd                                                                   | CUSIP: 01609WAY8<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $147561.37    | 0.01%             | 2041-02-09      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard Inc                                                                | Alimentation Couche-Tard Inc                                                                | CUSIP: 01626PAU0<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $151400.64    | 0.01%             | 2034-02-12      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Allegion US Holding Co Inc                                                                  | Allegion US Holding Co Inc                                                                  | CUSIP: 01748NAF1<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |      449000 | PA      | $459853.38    | 0.02%             | 2034-05-29      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Allegion US Holding Co Inc                                                                  | Allegion US Holding Co Inc                                                                  | CUSIP: 01748TAC5<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |      430000 | PA      | $438968.36    | 0.02%             | 2032-07-01      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Bread Financial Holdings Inc                                                                | Bread Financial Holdings Inc                                                                | CUSIP: 018581AQ1<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |     1850000 | PA      | $1939987.70   | 0.09%             | 2035-06-15      | Variable      | 8.38%                 | No            |                  2 | On Loan: —       |
| Bread Financial Holdings Inc                                                                | Bread Financial Holdings Inc                                                                | CUSIP: 018581AR9<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |      425000 | PA      | $434198.70    | 0.02%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                              | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                              | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6670000 | PA      | $6727021.83   | 0.31%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                                   | Fannie Mae or Freddie Mac                                                                   | CUSIP: 01F022659<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      665000 | PA      | $556739.89    | 0.03%             | 2056-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                                   | Fannie Mae or Freddie Mac                                                                   | CUSIP: 01F030652<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     3000000 | PA      | $2625877.56   | 0.12%             | 2056-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                                   | Fannie Mae or Freddie Mac                                                                   | CUSIP: 01F042657<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGA              | US        |     4500000 | PA      | $-4328125.52  | -0.20%            | 2056-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                                   | Fannie Mae or Freddie Mac                                                                   | CUSIP: 01F050650<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      750000 | PA      | $738817.68    | 0.03%             | 2056-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                                   | Fannie Mae or Freddie Mac                                                                   | CUSIP: 01F052458<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1200000 | PA      | $1225706.02   | 0.06%             | 2041-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                                   | Fannie Mae or Freddie Mac                                                                   | CUSIP: 01F060659<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2652500 | PA      | $2707758.29   | 0.12%             | 2056-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SportsNet New York                                                                          | SportsNet New York                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    22177995 | PA      | $0.00         | 0.00%             | 2031-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Allstate Corp/The                                                                           | Allstate Corp/The                                                                           | CUSIP: 020002812<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EP               | CORP              | US        |        4065 | NS      | $77844.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Allstate Corp/The                                                                           | Allstate Corp/The                                                                           | CUSIP: 020002838<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EP               | CORP              | US        |        8460 | NS      | $176391.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Allstate Corp/The                                                                           | Allstate Corp/The                                                                           | CUSIP: 020002BK6<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101930.25    | 0.00%             | 2033-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                                          | Ally Financial Inc                                                                          | CUSIP: 02005NBS8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $2271392.46   | 0.10%             | 2033-02-14      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                                          | Ally Financial Inc                                                                          | CUSIP: 02005NBV1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101457.66    | 0.00%             | 2035-07-26      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                                | Alphabet Inc                                                                                | CUSIP: 02079KAE7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      125000 | PA      | $82912.01     | 0.00%             | 2040-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                                | Alphabet Inc                                                                                | CUSIP: 02079KAF4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      100000 | PA      | $53459.05     | 0.00%             | 2050-08-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                                | Alphabet Inc                                                                                | CUSIP: 02079KAM9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |       50000 | PA      | $46512.13     | 0.00%             | 2055-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                                | Alphabet Inc                                                                                | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      408000 | PA      | $371608.64    | 0.02%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                                | Alphabet Inc                                                                                | CUSIP: 02079KAW7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49574.32     | 0.00%             | 2030-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                                | Alphabet Inc                                                                                | CUSIP: 02079KAZ0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      414000 | PA      | $401655.47    | 0.02%             | 2045-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                                | Alphabet Inc                                                                                | CUSIP: 02079KBA4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |       50000 | PA      | $47825.93     | 0.00%             | 2055-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                                | Alphabet Inc                                                                                | CUSIP: 02079KBB2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      636000 | PA      | $608679.35    | 0.03%             | 2075-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                                | Alphabet Inc                                                                                | CUSIP: 02079KBL0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      632000 | PA      | $622262.13    | 0.03%             | 2033-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                                | Alphabet Inc                                                                                | CUSIP: 02079KBM8<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98983.79     | 0.00%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                                | Alphabet Inc                                                                                | CUSIP: 02079KBP1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49041.36     | 0.00%             | 2056-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                                | Alphabet Inc                                                                                | CUSIP: 02079KBQ9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |       50000 | PA      | $48646.58     | 0.00%             | 2066-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AltaLink LP                                                                                 | AltaLink LP                                                                                 | CUSIP: 02135ZAD8<br>LEI: 549300FMC7ABSCYLX778 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $74487.43     | 0.00%             | 2040-11-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| AltaGas Ltd                                                                                 | AltaGas Ltd                                                                                 | CUSIP: 021361AD2<br>LEI: 2549008X5V70MOS4HM10 | Long             | DBT              | CORP              | CA        |     1000000 | PA      | $1038937.00   | 0.05%             | 2054-10-15      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| AltaGas Ltd                                                                                 | AltaGas Ltd                                                                                 | CUSIP: 02138ZBM4<br>LEI: 2549008X5V70MOS4HM10 | Long             | DBT              | CORP              | CA        |       50000 | PA      | $36553.17     | 0.00%             | 2027-11-10      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                            | Altria Group Inc                                                                            | CUSIP: 02209SBF9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |       50000 | PA      | $48745.61     | 0.00%             | 2049-02-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                            | Altria Group Inc                                                                            | CUSIP: 02209SBN2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      100000 | PA      | $68823.30     | 0.00%             | 2051-02-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                              | Amazon.com Inc                                                                              | CUSIP: 023135BC9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      200000 | PA      | $197755.98    | 0.01%             | 2027-08-22      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                              | Amazon.com Inc                                                                              | CUSIP: 023135BF2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      175000 | PA      | $157444.02    | 0.01%             | 2037-08-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                              | Amazon.com Inc                                                                              | CUSIP: 023135BJ4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      345000 | PA      | $273831.90    | 0.01%             | 2047-08-22      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                              | Amazon.com Inc                                                                              | CUSIP: 023135BZ8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |       50000 | PA      | $44764.76     | 0.00%             | 2031-05-12      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                              | Amazon.com Inc                                                                              | CUSIP: 023135CJ3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      100000 | PA      | $75880.09     | 0.00%             | 2052-04-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                              | Amazon.com Inc                                                                              | CUSIP: 023135CK0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |       50000 | PA      | $36886.70     | 0.00%             | 2062-04-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                              | Amazon.com Inc                                                                              | CUSIP: 023135CS3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     1168000 | PA      | $1160402.91   | 0.05%             | 2028-11-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                              | Amazon.com Inc                                                                              | CUSIP: 023135CT1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49311.53     | 0.00%             | 2030-11-20      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                              | Amazon.com Inc                                                                              | CUSIP: 023135CV6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |       50000 | PA      | $48680.12     | 0.00%             | 2035-11-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                              | Amazon.com Inc                                                                              | CUSIP: 023135CY0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1212933.13   | 0.06%             | 2065-11-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                              | Amazon.com Inc                                                                              | CUSIP: 023135DE3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      790000 | PA      | $780383.57    | 0.04%             | 2033-03-13      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                              | Amazon.com Inc                                                                              | CUSIP: 023135DF0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98533.22     | 0.00%             | 2036-03-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                              | Amazon.com Inc                                                                              | CUSIP: 023135DG8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98619.89     | 0.00%             | 2046-03-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                              | Amazon.com Inc                                                                              | CUSIP: 023135DH6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      150000 | PA      | $147636.11    | 0.01%             | 2056-03-13      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                              | Amazon.com Inc                                                                              | CUSIP: 023135DK9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      900000 | PA      | $886493.95    | 0.04%             | 2076-03-13      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America Inc                                                           | Amcor Flexibles North America Inc                                                           | CUSIP: 02344AAA6<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |      825000 | PA      | $747990.65    | 0.03%             | 2031-05-25      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America Inc                                                           | Amcor Flexibles North America Inc                                                           | CUSIP: 02344AAH1<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101511.41    | 0.00%             | 2035-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Amentum Holdings Inc                                                                        | Amentum Holdings Inc                                                                        | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |     3100000 | PA      | $3208840.29   | 0.15%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                                          | Ameren Illinois Co                                                                          | CUSIP: 02361DAY6<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |      100000 | PA      | $95280.50     | 0.00%             | 2032-09-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                                     | America Movil SAB de CV                                                                     | CUSIP: 02364WAW5<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |      100000 | PA      | $105200.78    | 0.00%             | 2040-03-30      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| American Airlines 2017-2 Class AA Pass Through Trust                                        | American Airlines 2017-2 Class AA Pass Through Trust                                        | CUSIP: 02376AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       56702 | PA      | $54577.13     | 0.00%             | 2031-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                              | American Electric Power Co Inc                                                              | CUSIP: 025537AZ4<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |      800000 | PA      | $837148.80    | 0.04%             | 2054-12-15      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                              | American Electric Power Co Inc                                                              | CUSIP: 025537BA8<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |      600000 | PA      | $639161.40    | 0.03%             | 2054-12-15      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                              | American Electric Power Co Inc                                                              | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |      450000 | PA      | $447474.74    | 0.02%             | 2056-03-15      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                              | American Electric Power Co Inc                                                              | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |      600000 | PA      | $598090.98    | 0.03%             | 2056-03-15      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                                         | American Express Co                                                                         | CUSIP: 025816DH9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      150000 | PA      | $152763.05    | 0.01%             | 2029-07-27      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                                         | American Express Co                                                                         | CUSIP: 025816DP1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      603000 | PA      | $606560.89    | 0.03%             | 2028-02-16      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                                         | American Express Co                                                                         | CUSIP: 025816DY2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      559000 | PA      | $568894.52    | 0.03%             | 2031-01-30      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                                         | American Express Co                                                                         | CUSIP: 025816DZ9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102196.40    | 0.00%             | 2036-01-30      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                                         | American Express Co                                                                         | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      330000 | PA      | $330782.51    | 0.02%             | 2033-07-20      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                                         | American Express Co                                                                         | CUSIP: 025816ET2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      901000 | PA      | $899272.67    | 0.04%             | 2030-05-03      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                                | American Express Credit Account Master Trust                                                | CUSIP: 02589BAE0<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |     1305000 | PA      | $1315443.13   | 0.06%             | 2029-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                                 | American Honda Finance Corp                                                                 | CUSIP: 02665WED9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |      200000 | PA      | $200656.18    | 0.01%             | 2028-01-12      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                                    | American Homes 4 Rent LP                                                                    | CUSIP: 02666TAA5<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99389.72     | 0.00%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                                                            | American International Group Inc                                                            | CUSIP: 026874DS3<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101137.91    | 0.00%             | 2033-03-27      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| American National Global Funding                                                            | American National Global Funding                                                            | CUSIP: 02771D2A1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $50737.19     | 0.00%             | 2030-01-28      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                                         | American Tower Corp                                                                         | CUSIP: 03027XBJ8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      200000 | PA      | $190197.01    | 0.01%             | 2028-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                                         | American Tower Corp                                                                         | CUSIP: 03027XBS8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      617000 | PA      | $545514.43    | 0.02%             | 2031-09-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                                         | American Tower Corp                                                                         | CUSIP: 03027XCG3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     1040000 | PA      | $1058356.83   | 0.05%             | 2029-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                                         | American Tower Corp                                                                         | CUSIP: 03027XCR9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      237000 | PA      | $234082.91    | 0.01%             | 2032-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                                 | American Water Capital Corp                                                                 | CUSIP: 03040WAV7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |      100000 | PA      | $78287.92     | 0.00%             | 2049-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                                 | Cencora Inc                                                                                 | CUSIP: 03073EAQ8<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |      418000 | PA      | $342610.51    | 0.02%             | 2047-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                                 | Cencora Inc                                                                                 | CUSIP: 03073EAT2<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |      100000 | PA      | $91322.06     | 0.00%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                                 | Cencora Inc                                                                                 | CUSIP: 03073EAU9<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |      578000 | PA      | $580256.13    | 0.03%             | 2034-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                                 | Cencora Inc                                                                                 | CUSIP: 03073EBF1<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |      222000 | PA      | $215599.28    | 0.01%             | 2056-02-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AmFam Holdings Inc                                                                          | AmFam Holdings Inc                                                                          | CUSIP: 03115AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $44187.38     | 0.00%             | 2031-03-11      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                                   | Amgen Inc                                                                                   | CUSIP: 031162BZ2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      186000 | PA      | $156712.84    | 0.01%             | 2045-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                                   | Amgen Inc                                                                                   | CUSIP: 031162CF5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      200000 | PA      | $167466.66    | 0.01%             | 2051-06-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                                   | Amgen Inc                                                                                   | CUSIP: 031162CR9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      949000 | PA      | $737370.07    | 0.03%             | 2040-02-21      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                                   | Amgen Inc                                                                                   | CUSIP: 031162DG2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |       50000 | PA      | $38573.00     | 0.00%             | 2062-02-22      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                                   | Amgen Inc                                                                                   | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      490000 | PA      | $496778.61    | 0.02%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                                   | Amgen Inc                                                                                   | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      200000 | PA      | $204668.55    | 0.01%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                                   | Amgen Inc                                                                                   | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49312.46     | 0.00%             | 2043-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                                   | Amgen Inc                                                                                   | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      711000 | PA      | $683714.40    | 0.03%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                                   | Amgen Inc                                                                                   | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      369000 | PA      | $352674.26    | 0.02%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                                   | Amgen Inc                                                                                   | CUSIP: 031162DV9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      376000 | PA      | $370910.32    | 0.02%             | 2031-02-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                                   | Amgen Inc                                                                                   | CUSIP: 031162DW7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      221000 | PA      | $216231.43    | 0.01%             | 2036-02-19      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AmWINS Group Inc                                                                            | AmWINS Group Inc                                                                            | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |     4475000 | PA      | $4327771.65   | 0.20%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                               | Amphenol Corp                                                                               | CUSIP: 032095AX9<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |      453000 | PA      | $449364.14    | 0.02%             | 2028-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                               | Amphenol Corp                                                                               | CUSIP: 032095AY7<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |      481000 | PA      | $473727.99    | 0.02%             | 2030-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                               | Amphenol Corp                                                                               | CUSIP: 032095BA8<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |       50000 | PA      | $48331.33     | 0.00%             | 2036-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                               | Amphenol Corp                                                                               | CUSIP: 032095BB6<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |      414000 | PA      | $387785.12    | 0.02%             | 2055-11-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Amynta Agency Borrower Inc and Amynta Warranty Borrower Inc                                 | Amynta Agency Borrower Inc and Amynta Warranty Borrower Inc                                 | CUSIP: 03238AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1657656.57   | 0.08%             | 2033-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                                                          | Analog Devices Inc                                                                          | CUSIP: 032654BC8<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |       50000 | PA      | $47452.84     | 0.00%             | 2054-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust 2022-6                                                             | Angel Oak Mortgage Trust 2022-6                                                             | CUSIP: 03465VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1143508 | PA      | $1138944.39   | 0.05%             | 2067-07-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust 2025-5                                                             | Angel Oak Mortgage Trust 2025-5                                                             | CUSIP: 03466EAA8<br>LEI: 254900QA46POYH7UR768 | Long             | ABS-MBS          | CORP              | US        |      665527 | PA      | $669106.19    | 0.03%             | 2070-04-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Angolan Government International Bond                                                       | Angolan Government International Bond                                                       | CUSIP: 035198AK6<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     1975000 | PA      | $2088883.85   | 0.10%             | 2033-03-31      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                                 | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                                 | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $97705.21     | 0.00%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                                 | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                                 | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1039000 | PA      | $939873.01    | 0.04%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                                          | Anheuser-Busch InBev Worldwide Inc                                                          | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101756.34    | 0.00%             | 2039-01-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                                          | Anheuser-Busch InBev Worldwide Inc                                                          | CUSIP: 03523TBW7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100707.25    | 0.00%             | 2059-01-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                                          | Anheuser-Busch InBev Worldwide Inc                                                          | CUSIP: 03523TBY3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101298.19    | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                                         | Elevance Health Inc                                                                         | CUSIP: 036752AH6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      100000 | PA      | $82969.22     | 0.00%             | 2048-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                                         | Elevance Health Inc                                                                         | CUSIP: 036752AS2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      150000 | PA      | $104765.16    | 0.00%             | 2051-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                                         | Elevance Health Inc                                                                         | CUSIP: 036752AX1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |       69000 | PA      | $69579.73     | 0.00%             | 2052-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                                         | Elevance Health Inc                                                                         | CUSIP: 036752BH5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99156.08     | 0.00%             | 2028-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                                         | Elevance Health Inc                                                                         | CUSIP: 036752BL6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      289000 | PA      | $277088.50    | 0.01%             | 2055-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Aon Corp / Aon Global Holdings PLC                                                          | Aon Corp / Aon Global Holdings PLC                                                          | CUSIP: 03740LAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      100000 | PA      | $72828.93     | 0.00%             | 2052-02-28      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Aon North America Inc                                                                       | Aon North America Inc                                                                       | CUSIP: 03740MAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      862000 | PA      | $881954.46    | 0.04%             | 2031-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Aon North America Inc                                                                       | Aon North America Inc                                                                       | CUSIP: 03740MAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       79000 | PA      | $75998.52     | 0.00%             | 2054-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| APA Corp                                                                                    | APA Corp                                                                                    | CUSIP: 03743QAR9<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51875.97     | 0.00%             | 2035-02-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| APA Corp                                                                                    | APA Corp                                                                                    | CUSIP: 03743QBG2<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |     1587000 | PA      | $1359123.30   | 0.06%             | 2049-07-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management Inc                                                                | Apollo Global Management Inc                                                                | CUSIP: 03769MAD8<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |       50000 | PA      | $48908.09     | 0.00%             | 2054-12-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                                                                   | Apollo Debt Solutions BDC                                                                   | CUSIP: 03770DAD5<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51073.33     | 0.00%             | 2031-07-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| APLD ComputeCo 2 LLC                                                                        | APLD ComputeCo 2 LLC                                                                        | CUSIP: 03772CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1150000 | PA      | $1138563.54   | 0.05%             | 2031-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co                                                                        | Appalachian Power Co                                                                        | CUSIP: 037735CM7<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |      100000 | PA      | $111429.65    | 0.01%             | 2038-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co                                                                        | Appalachian Power Co                                                                        | CUSIP: 037735CX3<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |      100000 | PA      | $80478.16     | 0.00%             | 2049-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                                   | Apple Inc                                                                                   | CUSIP: 037833AT7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |       50000 | PA      | $44414.33     | 0.00%             | 2044-05-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                                   | Apple Inc                                                                                   | CUSIP: 037833BH2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      508000 | PA      | $443144.72    | 0.02%             | 2045-05-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                                   | Apple Inc                                                                                   | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      900000 | PA      | $550942.43    | 0.03%             | 2050-05-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                                   | Apple Inc                                                                                   | CUSIP: 037833ED8<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      100000 | PA      | $89320.28     | 0.00%             | 2031-02-08      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                                   | Apple Inc                                                                                   | CUSIP: 037833EH9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     1234000 | PA      | $1167407.23   | 0.05%             | 2028-08-05      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                                   | Apple Inc                                                                                   | CUSIP: 037833EK2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      330000 | PA      | $203059.82    | 0.01%             | 2051-08-05      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                                   | Apple Inc                                                                                   | CUSIP: 037833EL0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      200000 | PA      | $115495.19    | 0.01%             | 2061-08-05      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                                   | Apple Inc                                                                                   | CUSIP: 037833EP1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      200000 | PA      | $190620.26    | 0.01%             | 2032-08-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                                   | Apple Inc                                                                                   | CUSIP: 037833EQ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      100000 | PA      | $77549.07     | 0.00%             | 2052-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                                   | Apple Inc                                                                                   | CUSIP: 037833EU0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100119.31    | 0.00%             | 2030-05-10      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                                                                       | Applied Materials Inc                                                                       | CUSIP: 038222AL9<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99386.48     | 0.00%             | 2027-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                                                                       | Applied Materials Inc                                                                       | CUSIP: 038222AU9<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |      452000 | PA      | $438531.25    | 0.02%             | 2036-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AptarGroup Inc                                                                              | AptarGroup Inc                                                                              | CUSIP: 038336AB9<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | DBT              | CORP              | US        |      735000 | PA      | $729892.56    | 0.03%             | 2031-03-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Aptiv Swiss Holdings Ltd                                                                    | Aptiv Swiss Holdings Ltd                                                                    | CUSIP: 03835VAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |      627000 | PA      | $376167.12    | 0.02%             | 2051-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                                            | ArcelorMittal SA                                                                            | CUSIP: 03938LBF0<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $110494.23    | 0.01%             | 2032-11-29      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co                                                                   | Archer-Daniels-Midland Co                                                                   | CUSIP: 039482AE4<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98872.23     | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC                 | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC                 | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     3975000 | PA      | $3720258.95   | 0.17%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC                 | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC                 | CUSIP: 03969YAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      950000 | PA      | $956465.70    | 0.04%             | 2031-01-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ardonagh Finco Ltd                                                                          | Ardonagh Finco Ltd                                                                          | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |     1810000 | PA      | $1847795.52   | 0.08%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Ardonagh Group Finance Ltd                                                                  | Ardonagh Group Finance Ltd                                                                  | CUSIP: 039956AA5<br>LEI: 254900SRT1BTAJ76NW62 | Long             | DBT              | CORP              | JE        |     6075000 | PA      | $6046358.20   | 0.28%             | 2032-02-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp                                                                           | Ares Capital Corp                                                                           | CUSIP: 04010LBM4<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |      100000 | PA      | $97265.47     | 0.00%             | 2031-04-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                                  | Ares Strategic Income Fund                                                                  | CUSIP: 04020EAL1<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49631.46     | 0.00%             | 2028-09-09      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                                  | Ares Strategic Income Fund                                                                  | CUSIP: 04020EAU1<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |       50000 | PA      | $48500.52     | 0.00%             | 2031-04-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co                                                                   | Arizona Public Service Co                                                                   | CUSIP: 040555CN2<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |      100000 | PA      | $86265.91     | 0.00%             | 2042-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Arsenal AIC Parent LLC                                                                      | Arsenal AIC Parent LLC                                                                      | CUSIP: 04288BAB6<br>LEI: 254900G9F9HA5EP57J39 | Long             | DBT              | CORP              | US        |      900000 | PA      | $940898.70    | 0.04%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Arsenal AIC Parent LLC                                                                      | Arsenal AIC Parent LLC                                                                      | CUSIP: 04288BAC4<br>LEI: 254900G9F9HA5EP57J39 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1839077.00   | 0.08%             | 2031-10-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                                     | Arthur J Gallagher & Co                                                                     | CUSIP: 04316JAE9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |      417000 | PA      | $397778.78    | 0.02%             | 2053-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                                     | Arthur J Gallagher & Co                                                                     | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50471.05     | 0.00%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                                     | Arthur J Gallagher & Co                                                                     | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99037.77     | 0.00%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group Inc                                                                 | Asbury Automotive Group Inc                                                                 | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |      600000 | PA      | $575357.97    | 0.03%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ascension Health                                                                            | Ascension Health                                                                            | CUSIP: 04351LAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $49375.83     | 0.00%             | 2035-11-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital Inc                                                                         | Ashtead Capital Inc                                                                         | CUSIP: 045054AL7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |      200000 | PA      | $196099.57    | 0.01%             | 2029-11-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Associated Banc-Corp                                                                        | Associated Banc-Corp                                                                        | CUSIP: 045487600<br>LEI: 549300N3CIN473IW5094 | Long             | EP               | CORP              | US        |       12288 | NS      | $307691.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Asurion LLC/ Asurion Co-Issuer Inc                                                          | Asurion LLC/ Asurion Co-Issuer Inc                                                          | CUSIP: 045941AB7<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |     7215000 | PA      | $7118376.00   | 0.33%             | 2034-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Assurant Inc                                                                                | Assurant Inc                                                                                | CUSIP: 04621XAQ1<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |      636000 | PA      | $634807.61    | 0.03%             | 2036-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                             | AstraZeneca PLC                                                                             | CUSIP: 046353AW8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $88507.61     | 0.00%             | 2030-08-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                             | AstraZeneca PLC                                                                             | CUSIP: 046353AZ1<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $66037.94     | 0.00%             | 2051-05-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                                     | Astrazeneca Finance LLC                                                                     | CUSIP: 04636NAF0<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |      675000 | PA      | $684538.32    | 0.03%             | 2028-03-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                                     | Astrazeneca Finance LLC                                                                     | CUSIP: 04636NAG8<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |      738000 | PA      | $752341.66    | 0.03%             | 2030-03-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                                     | Astrazeneca Finance LLC                                                                     | CUSIP: 04636NAL7<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |      812000 | PA      | $825006.29    | 0.04%             | 2029-02-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                                       | Athene Global Funding                                                                       | CUSIP: 04685A4D0<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      968000 | PA      | $964282.61    | 0.04%             | 2031-11-13      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                                          | Athene Holding Ltd                                                                          | CUSIP: 04686JAH4<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |      100000 | PA      | $91942.83     | 0.00%             | 2054-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                           | Atmos Energy Corp                                                                           | CUSIP: 049560AT2<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |      100000 | PA      | $87407.14     | 0.00%             | 2031-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                           | Atmos Energy Corp                                                                           | CUSIP: 049560BE4<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |       50000 | PA      | $47686.43     | 0.00%             | 2056-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AutoNation Inc                                                                              | AutoNation Inc                                                                              | CUSIP: 05329WAU6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      326000 | PA      | $323331.49    | 0.01%             | 2029-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                                   | AvalonBay Communities Inc                                                                   | CUSIP: 05348EBH1<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |      100000 | PA      | $91234.27     | 0.00%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Avangrid Inc                                                                                | Avangrid Inc                                                                                | CUSIP: 05351WAB9<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |      100000 | PA      | $97526.24     | 0.00%             | 2029-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                                  | Aviation Capital Group LLC                                                                  | CUSIP: 05369AAN1<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102646.15    | 0.00%             | 2028-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC / Avis Budget Finance Inc                                        | Avis Budget Car Rental LLC / Avis Budget Finance Inc                                        | CUSIP: 053773BJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      760000 | PA      | $780337.60    | 0.04%             | 2030-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: —       |
| Avis Budget Car Rental LLC / Avis Budget Finance Inc                                        | Avis Budget Car Rental LLC / Avis Budget Finance Inc                                        | CUSIP: 053773BK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1090000 | PA      | $1095852.21   | 0.05%             | 2032-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: —       |
| Avolon Holdings Funding Ltd                                                                 | Avolon Holdings Funding Ltd                                                                 | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $193784.56    | 0.01%             | 2027-11-18      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Axis Capital Holdings Ltd                                                                   | Axis Capital Holdings Ltd                                                                   | CUSIP: 05461T305<br>LEI: 635400VD2NQBYAHMEM55 | Long             | EP               | CORP              | BM        |       30195 | NS      | $592727.85    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Axian Telecom Holding & Management PLC                                                      | Axian Telecom Holding & Management PLC                                                      | CUSIP: 05465QAA7<br>LEI: 984500B7DCD97EB04857 | Long             | DBT              | CORP              | AE        |     1175000 | PA      | $1183583.70   | 0.05%             | 2030-07-11      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Azorra Finance Ltd                                                                          | Azorra Finance Ltd                                                                          | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |     3625000 | PA      | $3755264.38   | 0.17%             | 2030-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BBCMS 2018-CHRS Mortgage Trust                                                              | BBCMS 2018-CHRS Mortgage Trust                                                              | CUSIP: 05491VAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      300000 | PA      | $270051.24    | 0.01%             | 2038-08-05      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                            | BAT Capital Corp                                                                            | CUSIP: 054989AA6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      150000 | PA      | $159912.55    | 0.01%             | 2030-08-02      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                            | BAT Capital Corp                                                                            | CUSIP: 054989AC2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |       50000 | PA      | $55229.16     | 0.00%             | 2043-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                            | BAT Capital Corp                                                                            | CUSIP: 054989AD0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |       50000 | PA      | $55333.33     | 0.00%             | 2053-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| Azule Energy Finance Plc                                                                    | Azule Energy Finance Plc                                                                    | CUSIP: 05501YAA6<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |     1825000 | PA      | $1878094.73   | 0.09%             | 2030-01-23      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Azule Energy Finance Plc                                                                    | Azule Energy Finance Plc                                                                    | CUSIP: 05501YAB4<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |     1475000 | PA      | $1519836.19   | 0.07%             | 2031-01-22      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BAE Systems PLC                                                                             | BAE Systems PLC                                                                             | CUSIP: 05523RAD9<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $192098.99    | 0.01%             | 2030-04-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BAT International Finance PLC                                                               | BAT International Finance PLC                                                               | CUSIP: 05530QAQ3<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $103659.77    | 0.00%             | 2029-02-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                                       | Truist Financial Corp                                                                       | CUSIP: 05531GAB7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98205.69     | 0.00%             | 2029-03-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd                                                                | BHP Billiton Finance USA Ltd                                                                | CUSIP: 055451BM9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |      423000 | PA      | $425261.53    | 0.02%             | 2055-09-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd                                                                | BHP Billiton Finance USA Ltd                                                                | CUSIP: 055451BN7<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |       50000 | PA      | $50122.85     | 0.00%             | 2036-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BBCMS 2018-TALL Mortgage Trust                                                              | BBCMS 2018-TALL Mortgage Trust                                                              | CUSIP: 05548WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1470000 | PA      | $1389150.00   | 0.06%             | 2037-03-15      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                                                          | BMW US Capital LLC                                                                          | CUSIP: 05565EAY1<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |      200000 | PA      | $197731.95    | 0.01%             | 2028-04-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                                                          | BMW US Capital LLC                                                                          | CUSIP: 05565EDJ1<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |      264000 | PA      | $262827.69    | 0.01%             | 2033-03-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                                      | BP Capital Markets PLC                                                                      | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |     1000000 | PA      | $991447.50    | 0.05%             | N/A             | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                     | BPCE SA                                                                                     | CUSIP: 05571ABB0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      355000 | PA      | $362860.67    | 0.02%             | 2046-01-14      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                     | BPCE SA                                                                                     | CUSIP: 05571ABG9<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      788000 | PA      | $760480.05    | 0.03%             | 2047-01-13      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                     | BPCE SA                                                                                     | CUSIP: 05578QAG8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      950000 | PA      | $702398.73    | 0.03%             | 2042-10-19      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                     | BPCE SA                                                                                     | CUSIP: 05583JAM4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      250000 | PA      | $256135.81    | 0.01%             | 2033-07-19      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| BofA Auto Trust 2025-1                                                                      | BofA Auto Trust 2025-1                                                                      | CUSIP: 05594BAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      181675 | PA      | $181731.30    | 0.01%             | 2027-11-22      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                              | BNP Paribas SA                                                                              | CUSIP: 05602XQQ4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     3800000 | PA      | $3936515.00   | 0.18%             | N/A             | Variable      | 7.45%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                              | BNP Paribas SA                                                                              | CUSIP: 05602XQS0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $402346.40    | 0.02%             | N/A             | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2020-VIV2                                                      | BX Commercial Mortgage Trust 2020-VIV2                                                      | CUSIP: 05605NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      200000 | PA      | $186638.54    | 0.01%             | 2044-03-09      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| BX Trust 2019-OC11                                                                          | BX Trust 2019-OC11                                                                          | CUSIP: 05606FAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1750000 | PA      | $1658533.10   | 0.08%             | 2041-12-09      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2020-VIV4                                                      | BX Commercial Mortgage Trust 2020-VIV4                                                      | CUSIP: 05608MAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1500000 | PA      | $1393775.25   | 0.06%             | 2044-03-09      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Baffinland Iron Mines Corp / Baffinland Iron Mines LP                                       | Baffinland Iron Mines Corp / Baffinland Iron Mines LP                                       | CUSIP: 056623AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    13822000 | PA      | $11057600.00  | 0.50%             | 2026-07-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Bahamas Government International Bond                                                       | Bahamas Government International Bond                                                       | CUSIP: 056732AP5<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |      525000 | PA      | $584031.00    | 0.03%             | 2036-06-24      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO 2019-2                                                              | Bain Capital Credit CLO 2019-2                                                              | CUSIP: 05682LBA4<br>LEI: 549300WZ8E2KQS66KT95 | Long             | ABS-CBDO         | CORP              | KY        |      157493 | PA      | $157322.69    | 0.01%             | 2032-10-17      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                                     | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                                     | CUSIP: 05723KAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $96153.78     | 0.00%             | 2029-11-07      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                                     | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                                     | CUSIP: 05724BAP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $98412.90     | 0.00%             | 2036-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                                     | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                                     | CUSIP: 05724BAQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      489000 | PA      | $482677.28    | 0.02%             | 2056-06-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co                                                               | Baltimore Gas and Electric Co                                                               | CUSIP: 059165EQ9<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |      100000 | PA      | $93984.57     | 0.00%             | 2053-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                                          | Banco Bilbao Vizcaya Argentaria SA                                                          | CUSIP: 05946KAM3<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |     1500000 | PA      | $1651474.50   | 0.08%             | N/A             | Variable      | 9.38%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding 2007-1 Trust                                                        | Banc of America Funding 2007-1 Trust                                                        | CUSIP: 05951FAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      821176 | PA      | $768717.36    | 0.04%             | 2037-01-25      | Variable      | 6.44%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                                          | Banco Santander SA                                                                          | CUSIP: 05964HBJ3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $205273.25    | 0.01%             | 2030-01-17      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                                          | Banco Santander SA                                                                          | CUSIP: 05971KAL3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $179992.99    | 0.01%             | 2032-11-22      | Variable      | 3.22%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                                          | Banco Santander SA                                                                          | CUSIP: 05971KAP4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     2400000 | PA      | $2635629.60   | 0.12%             | N/A             | Variable      | 9.63%                 | No            |                  2 | On Loan: No      |
| Banco Santander Chile                                                                       | Banco Santander Chile                                                                       | CUSIP: 05971WAD5<br>LEI: 3YJP8HORPAEXJ80D6368 | Long             | DBT              | CORP              | CL        |      150000 | PA      | $138097.50    | 0.01%             | 2031-10-26      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| Bangkok Bank PCL/Hong Kong                                                                  | Bangkok Bank PCL/Hong Kong                                                                  | CUSIP: 059895AH5<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |      100000 | PA      | $110626.35    | 0.01%             | 2029-03-15      | Fixed         | 9.03%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                                        | Bank of America Corp                                                                        | CUSIP: 06051GFQ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      100000 | PA      | $87315.32     | 0.00%             | 2045-04-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                                        | Bank of America Corp                                                                        | CUSIP: 06051GGM5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      100000 | PA      | $91032.46     | 0.00%             | 2038-04-24      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                                        | Bank of America Corp                                                                        | CUSIP: 06051GHA0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      100000 | PA      | $77499.26     | 0.00%             | 2049-01-23      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                                        | Bank of America Corp                                                                        | CUSIP: 06051GHU6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      828000 | PA      | $721886.82    | 0.03%             | 2040-04-23      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                                        | Bank of America Corp                                                                        | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      200000 | PA      | $184988.64    | 0.01%             | 2031-04-29      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                                        | Bank of America Corp                                                                        | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       25000 | PA      | $17962.84     | 0.00%             | 2041-06-19      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                                        | Bank of America Corp                                                                        | CUSIP: 06051GJW0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1655000 | PA      | $1268105.95   | 0.06%             | 2042-04-22      | Variable      | 3.31%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                                        | Bank of America Corp                                                                        | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     2328000 | PA      | $2162497.50   | 0.10%             | 2037-03-08      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                                        | Bank of America Corp                                                                        | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      345000 | PA      | $339510.73    | 0.02%             | 2033-04-27      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                                        | Bank of America Corp                                                                        | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      200000 | PA      | $201286.64    | 0.01%             | 2033-07-22      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                                        | Bank of America Corp                                                                        | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101337.93    | 0.00%             | 2029-04-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                                        | Bank of America Corp                                                                        | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102895.24    | 0.00%             | 2029-09-15      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                                        | Bank of America Corp                                                                        | CUSIP: 06051GLU1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      100000 | PA      | $104879.87    | 0.00%             | 2034-09-15      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                                        | Bank of America Corp                                                                        | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102166.39    | 0.00%             | 2035-01-23      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                                        | Bank of America Corp                                                                        | CUSIP: 06051GMB2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      451000 | PA      | $452532.53    | 0.02%             | 2035-08-15      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                                        | Bank of America Corp                                                                        | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1562000 | PA      | $1573598.24   | 0.07%             | 2035-10-25      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                                        | Bank of America Corp                                                                        | CUSIP: 06051GMK2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100803.13    | 0.00%             | 2029-01-24      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                                        | Bank of America Corp                                                                        | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1165000 | PA      | $1186675.17   | 0.05%             | 2031-01-24      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                                        | Bank of America Corp                                                                        | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102279.65    | 0.00%             | 2036-01-24      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                                        | Bank of America Corp                                                                        | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      355000 | PA      | $361859.23    | 0.02%             | 2036-02-12      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                                        | Bank of America Corp                                                                        | CUSIP: 06051GMY2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      774000 | PA      | $771708.23    | 0.04%             | 2030-04-23      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                                        | Bank of America Corp                                                                        | CUSIP: 06055HAB9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     2900000 | PA      | $2919717.10   | 0.13%             | N/A             | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                                        | Bank of America Corp                                                                        | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     2300000 | PA      | $2372137.20   | 0.11%             | N/A             | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                                        | Bank of America Corp                                                                        | CUSIP: 06055HAK9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4042684.00   | 0.18%             | N/A             | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Bank of Hawaii Corp                                                                         | Bank of Hawaii Corp                                                                         | CUSIP: 062540307<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EP               | CORP              | US        |        4117 | NS      | $108894.65    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Hawaii Corp                                                                         | Bank of Hawaii Corp                                                                         | CUSIP: 062545207<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EP               | CORP              | US        |       14405 | NS      | $232064.55    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Montreal                                                                            | Bank of Montreal                                                                            | CUSIP: 06368L8V1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      800000 | PA      | $818660.00    | 0.04%             | 2085-11-26      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                            | Bank of Montreal                                                                            | CUSIP: 06368LNK8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $151538.26    | 0.01%             | 2028-05-29      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                            | Bank of Montreal                                                                            | CUSIP: 06368LQ58<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     4600000 | PA      | $4832622.00   | 0.22%             | 2084-05-26      | Variable      | 7.70%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                            | Bank of Montreal                                                                            | CUSIP: 06368MRF3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |       75000 | PA      | $55013.62     | 0.00%             | 2031-06-03      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                            | Bank of Montreal                                                                            | CUSIP: 06368MXU3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $99549.01     | 0.00%             | 2028-09-22      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                            | Bank of Montreal                                                                            | CUSIP: 06368MXV1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $98813.00     | 0.00%             | 2031-09-22      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                            | Bank of New York Mellon Corp/The                                                            | CUSIP: 064058AS9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $988719.00    | 0.05%             | N/A             | Variable      | 5.63%                 | No            |                  2 | On Loan: —       |
| Bank of New York Mellon Corp/The                                                            | Bank of New York Mellon Corp/The                                                            | CUSIP: 06406RBK2<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      200000 | PA      | $200846.35    | 0.01%             | 2030-07-26      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                            | Bank of New York Mellon Corp/The                                                            | CUSIP: 06406RBR7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100263.54    | 0.00%             | 2034-04-26      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                            | Bank of New York Mellon Corp/The                                                            | CUSIP: 06406RCL9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      640000 | PA      | $637550.46    | 0.03%             | 2032-04-23      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                                     | Bank of Nova Scotia/The                                                                     | CUSIP: 0641598S8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     3400000 | PA      | $3569522.84   | 0.16%             | 2082-10-27      | Variable      | 8.63%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                                     | Bank of Nova Scotia/The                                                                     | CUSIP: 0641598V1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     3000000 | PA      | $3181524.00   | 0.15%             | 2084-01-27      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                                     | Bank of Nova Scotia/The                                                                     | CUSIP: 0641598X7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $414057.20    | 0.02%             | 2085-04-27      | Variable      | 7.35%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                                     | Bank of Nova Scotia/The                                                                     | CUSIP: 06417XAD3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $98495.25     | 0.00%             | 2027-02-02      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                                     | Bank of Nova Scotia/The                                                                     | CUSIP: 06417XAG6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     1218000 | PA      | $1169056.81   | 0.05%             | 2037-05-04      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                                     | Bank of Nova Scotia/The                                                                     | CUSIP: 06418MZ49<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |       50000 | PA      | $37123.72     | 0.00%             | 2035-11-15      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                                     | Bank of Nova Scotia/The                                                                     | CUSIP: 06418Y4L9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $72709.54     | 0.00%             | 2032-01-30      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                                     | Bank of Nova Scotia/The                                                                     | CUSIP: 06419GEE2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     1032000 | PA      | $1044293.80   | 0.05%             | 2085-10-27      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| BankUnited Inc                                                                              | BankUnited Inc                                                                              | CUSIP: 06652KAB9<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | DBT              | CORP              | US        |     1455000 | PA      | $1451214.48   | 0.07%             | 2030-06-11      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Banner Health                                                                               | Banner Health                                                                               | CUSIP: 06654DAB3<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |       50000 | PA      | $46357.48     | 0.00%             | 2030-01-01      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                                | Barclays PLC                                                                                | CUSIP: 06738EBP9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     1181000 | PA      | $1104702.06   | 0.05%             | 2035-09-23      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                                | Barclays PLC                                                                                | CUSIP: 06738EBW4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $148943.86    | 0.01%             | 2042-11-24      | Variable      | 3.33%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                                | Barclays PLC                                                                                | CUSIP: 06738ECL7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $216551.94    | 0.01%             | 2034-09-13      | Variable      | 6.69%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                                | Barclays PLC                                                                                | CUSIP: 06738ECN3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     2000000 | PA      | $2231920.00   | 0.10%             | N/A             | Variable      | 9.63%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                                | Barclays PLC                                                                                | CUSIP: 06738EDC6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $421300.00    | 0.02%             | N/A             | Variable      | 7.63%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                                | Barclays PLC                                                                                | CUSIP: 06738EDE2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      288000 | PA      | $285295.30    | 0.01%             | 2046-08-11      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                                | Barclays PLC                                                                                | CUSIP: 06738EDJ1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     1132000 | PA      | $1108059.26   | 0.05%             | 2032-02-24      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| Barrick PD Australia Finance Pty Ltd                                                        | Barrick PD Australia Finance Pty Ltd                                                        | CUSIP: 06849UAD7<br>LEI: 5493008DX0TK7OFLV260 | Long             | DBT              | CORP              | AU        |       50000 | PA      | $51507.93     | 0.00%             | 2039-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Battalion Clo XV Ltd                                                                        | Battalion Clo XV Ltd                                                                        | CUSIP: 07131AAM6<br>LEI: 549300CJP8HGT746II19 | Long             | ABS-CBDO         | CORP              | KY        |      282621 | PA      | $282450.33    | 0.01%             | 2033-01-17      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Battalion CLO VIII Ltd                                                                      | Battalion CLO VIII Ltd                                                                      | CUSIP: 07132ACN1<br>LEI: 549300WH2OE0BGHQQP83 | Long             | ABS-CBDO         | CORP              | KY        |      220000 | PA      | $219916.18    | 0.01%             | 2030-07-18      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                                    | Baxter International Inc                                                                    | CUSIP: 071813BY4<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96056.55     | 0.00%             | 2030-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| Baxter International Inc                                                                    | Baxter International Inc                                                                    | CUSIP: 071813CS6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |      100000 | PA      | $84964.05     | 0.00%             | 2032-02-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                                    | Baxter International Inc                                                                    | CUSIP: 071813DE6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |      290000 | PA      | $284868.99    | 0.01%             | 2035-12-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                                                                     | Bayer US Finance II LLC                                                                     | CUSIP: 07274NBG7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |      100000 | PA      | $73121.74     | 0.00%             | 2045-04-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX                | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX                | CUSIP: 072912AA6<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |     2750000 | PA      | $2864675.00   | 0.13%             | 2035-02-11      | Variable      | 7.63%                 | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust 2006-3                                                       | Bayview Commercial Asset Trust 2006-3                                                       | CUSIP: 07324NAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       84881 | PA      | $82367.69     | 0.00%             | 2036-10-25      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust 2005-3                                                       | Bayview Commercial Asset Trust 2005-3                                                       | CUSIP: 07324SCB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      432280 | PA      | $423512.18    | 0.02%             | 2035-11-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust 2005-3                                                       | Bayview Commercial Asset Trust 2005-3                                                       | CUSIP: 07324SCC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      332270 | PA      | $327569.91    | 0.01%             | 2035-11-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust 2006-2                                                       | Bayview Commercial Asset Trust 2006-2                                                       | CUSIP: 07324YAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      302593 | PA      | $293923.76    | 0.01%             | 2036-07-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust 2006-4                                                       | Bayview Commercial Asset Trust 2006-4                                                       | CUSIP: 07325BAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      496574 | PA      | $478515.16    | 0.02%             | 2036-12-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust 2007-4                                                       | Bayview Commercial Asset Trust 2007-4                                                       | CUSIP: 07326BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      482858 | PA      | $459047.24    | 0.02%             | 2037-09-25      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust 2008-2                                                       | Bayview Commercial Asset Trust 2008-2                                                       | CUSIP: 07326HAJ3<br>LEI: 5493000GL2JJAFF26M50 | Long             | ABS-MBS          | CORP              | US        |      434577 | PA      | $432533.24    | 0.02%             | 2038-04-25      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                                                                 | Beach Acquisition Bidco LLC                                                                 | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |     8892658 | PA      | $9782003.83   | 0.45%             | 2033-07-15      | Variable      | 10.00%                | No            |                  2 | On Loan: No      |
| Bear Stearns Mortgage Funding Trust 2006-AR1                                                | Bear Stearns Mortgage Funding Trust 2006-AR1                                                | CUSIP: 07401LAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      389983 | PA      | $364899.48    | 0.02%             | 2036-07-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Mortgage Funding Trust 2007-AR1                                                | Bear Stearns Mortgage Funding Trust 2007-AR1                                                | CUSIP: 07401MAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      378543 | PA      | $337204.38    | 0.02%             | 2037-01-25      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                                                                       | Becton Dickinson & Co                                                                       | CUSIP: 075887CK3<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |      100000 | PA      | $71122.40     | 0.00%             | 2050-05-20      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                                                                       | Becton Dickinson & Co                                                                       | CUSIP: 075887CP2<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |      246000 | PA      | $238586.84    | 0.01%             | 2032-08-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                                                                       | Becton Dickinson & Co                                                                       | CUSIP: 075887CQ0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |      700000 | PA      | $702650.34    | 0.03%             | 2028-02-13      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                                                  | Bell Telephone Co of Canada or Bell Canada                                                  | CUSIP: 0778FPAM1<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |       50000 | PA      | $50230.02     | 0.00%             | 2034-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                                                  | Bell Telephone Co of Canada or Bell Canada                                                  | CUSIP: 07813ZCP7<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |       50000 | PA      | $37790.33     | 0.00%             | 2053-08-11      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                                                  | Bell Telephone Co of Canada or Bell Canada                                                  | CUSIP: 07813ZCU6<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $73150.51     | 0.00%             | 2036-03-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B15 Mortgage Trust                                                           | Benchmark 2019-B15 Mortgage Trust                                                           | CUSIP: 08160KAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      390000 | PA      | $363984.43    | 0.02%             | 2072-12-15      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| Benchmark 2022-B34 Mortgage Trust                                                           | Benchmark 2022-B34 Mortgage Trust                                                           | CUSIP: 08161YBG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2831000 | PA      | $2621989.53   | 0.12%             | 2055-04-15      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B20 Mortgage Trust                                                           | Benchmark 2020-B20 Mortgage Trust                                                           | CUSIP: 08162XBG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2320000 | PA      | $2053686.74   | 0.09%             | 2053-10-15      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| Benchmark 2022-B32 Mortgage Trust                                                           | Benchmark 2022-B32 Mortgage Trust                                                           | CUSIP: 08163NBJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      568000 | PA      | $506342.58    | 0.02%             | 2055-01-15      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                             | Berkshire Hathaway Finance Corp                                                             | CUSIP: 084664CX7<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |      150000 | PA      | $88010.06     | 0.00%             | 2051-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                             | Berkshire Hathaway Finance Corp                                                             | CUSIP: 084664DA6<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |      100000 | PA      | $92701.81     | 0.00%             | 2032-03-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BioMarin Pharmaceutical Inc                                                                 | BioMarin Pharmaceutical Inc                                                                 | CUSIP: 09061GAL5<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |     1900000 | PA      | $1886639.77   | 0.09%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Biogen Inc                                                                                  | Biogen Inc                                                                                  | CUSIP: 09062XAG8<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |      100000 | PA      | $63689.70     | 0.00%             | 2050-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp                                                                            | Black Hills Corp                                                                            | CUSIP: 092113AY5<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49514.60     | 0.00%             | 2031-01-31      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Black Pearl Compute LLC                                                                     | Black Pearl Compute LLC                                                                     | CUSIP: 09216NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1350000 | PA      | $1369693.49   | 0.06%             | 2031-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                              | Blackstone Private Credit Fund                                                              | CUSIP: 09261HBZ9<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96178.05     | 0.00%             | 2031-03-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Blackstone Reg Finance Co LLC                                                               | Blackstone Reg Finance Co LLC                                                               | CUSIP: 092914AA8<br>LEI: 254900S2G1V55FTA4590 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98885.81     | 0.00%             | 2034-12-06      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Block Financial LLC                                                                         | Block Financial LLC                                                                         | CUSIP: 093662AH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $94073.49     | 0.00%             | 2030-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Blue Racer Midstream LLC / Blue Racer Finance Corp                                          | Blue Racer Midstream LLC / Blue Racer Finance Corp                                          | CUSIP: 095796AK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1125000 | PA      | $1176813.00   | 0.05%             | 2032-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Blue Owl Finance LLC                                                                        | Blue Owl Finance LLC                                                                        | CUSIP: 09581JAR7<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |      100000 | PA      | $87039.55     | 0.00%             | 2031-06-10      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BlueMountain CLO 2015-4 Ltd                                                                 | BlueMountain CLO 2015-4 Ltd                                                                 | CUSIP: 09628NAY8<br>LEI: 549300EB3KHH9T7ICE44 | Long             | ABS-CBDO         | CORP              | KY        |      621534 | PA      | $621271.23    | 0.03%             | 2030-04-20      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                              | BNP Paribas SA                                                                              | CUSIP: 09659W2K9<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $187822.08    | 0.01%             | 2031-01-13      | Variable      | 3.05%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                              | BNP Paribas SA                                                                              | CUSIP: 09659W2U7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $180931.27    | 0.01%             | 2033-01-20      | Variable      | 3.13%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                              | BNP Paribas SA                                                                              | CUSIP: 09659W3E2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     2041000 | PA      | $1999663.52   | 0.09%             | 2034-01-15      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                                                                      | Boardwalk Pipelines LP                                                                      | CUSIP: 096630AG3<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100352.47    | 0.00%             | 2029-05-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                               | Boeing Co/The                                                                               | CUSIP: 097023BS3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      424000 | PA      | $292309.33    | 0.01%             | 2046-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                               | Boeing Co/The                                                                               | CUSIP: 097023CJ2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      699000 | PA      | $628249.95    | 0.03%             | 2034-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                               | Boeing Co/The                                                                               | CUSIP: 097023CN3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      100000 | PA      | $94505.60     | 0.00%             | 2030-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                               | Boeing Co/The                                                                               | CUSIP: 097023CQ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      763000 | PA      | $545470.49    | 0.02%             | 2050-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                               | Boeing Co/The                                                                               | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100968.58    | 0.00%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                               | Boeing Co/The                                                                               | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      403000 | PA      | $392704.60    | 0.02%             | 2050-05-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                               | Boeing Co/The                                                                               | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      501000 | PA      | $485070.08    | 0.02%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                               | Boeing Co/The                                                                               | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      479000 | PA      | $486746.73    | 0.02%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                               | Boeing Co/The                                                                               | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       50000 | PA      | $55849.04     | 0.00%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| BCMSC Trust 2000-A                                                                          | BCMSC Trust 2000-A                                                                          | CUSIP: 09774XBM3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7431642 | PA      | $194208.87    | 0.01%             | 2030-06-15      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |
| Booz Allen Hamilton Inc                                                                     | Booz Allen Hamilton Inc                                                                     | CUSIP: 09951LAB9<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |      481000 | PA      | $468530.51    | 0.02%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Booz Allen Hamilton Inc                                                                     | Booz Allen Hamilton Inc                                                                     | CUSIP: 09951LAC7<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51050.63     | 0.00%             | 2033-08-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Booz Allen Hamilton Inc                                                                     | Booz Allen Hamilton Inc                                                                     | CUSIP: 09951LAD5<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |     1032000 | PA      | $1039947.87   | 0.05%             | 2035-04-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                                        | Boston Properties LP                                                                        | CUSIP: 10112RBE3<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |      150000 | PA      | $130123.62    | 0.01%             | 2032-04-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                                                                      | Boston Scientific Corp                                                                      | CUSIP: 101137BA4<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |      100000 | PA      | $93201.02     | 0.00%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Boyd Gaming Corp                                                                            | Boyd Gaming Corp                                                                            | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1638419.30   | 0.07%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                              | BP Capital Markets America Inc                                                              | CUSIP: 10373QBG4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |      100000 | PA      | $64466.31     | 0.00%             | 2050-02-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                              | BP Capital Markets America Inc                                                              | CUSIP: 10373QBK5<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     1344000 | PA      | $1338137.06   | 0.06%             | 2027-04-06      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                              | BP Capital Markets America Inc                                                              | CUSIP: 10373QBV1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100477.72    | 0.00%             | 2033-09-11      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Bravo Mortgage Asset Trust                                                                  | Bravo Mortgage Asset Trust                                                                  | CUSIP: 105667AD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      265022 | PA      | $241873.85    | 0.01%             | 2036-07-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| Brightstar Lottery PLC/ Brightstar Global Solutions Corp                                    | Brightstar Lottery PLC/ Brightstar Global Solutions Corp                                    | CUSIP: 108922AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     1825000 | PA      | $1789393.16   | 0.08%             | 2033-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Brighthouse Financial Inc                                                                   | Brighthouse Financial Inc                                                                   | CUSIP: 10922NAF0<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |       50000 | PA      | $34754.63     | 0.00%             | 2047-06-22      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                                     | Bristol-Myers Squibb Co                                                                     | CUSIP: 110122AU2<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      248000 | PA      | $187088.19    | 0.01%             | 2042-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                                     | Bristol-Myers Squibb Co                                                                     | CUSIP: 110122CQ9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      100000 | PA      | $89081.63     | 0.00%             | 2039-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                                     | Bristol-Myers Squibb Co                                                                     | CUSIP: 110122DE5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |       28000 | PA      | $27920.22     | 0.00%             | 2028-02-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: —       |
| Bristol-Myers Squibb Co                                                                     | Bristol-Myers Squibb Co                                                                     | CUSIP: 110122DW5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |       50000 | PA      | $36111.88     | 0.00%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                                     | Bristol-Myers Squibb Co                                                                     | CUSIP: 110122DX3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      100000 | PA      | $70589.68     | 0.00%             | 2062-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                                     | Bristol-Myers Squibb Co                                                                     | CUSIP: 110122DY1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      787000 | PA      | $829826.10    | 0.04%             | 2031-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| British Airways 2021-1 Class A Pass Through Trust                                           | British Airways 2021-1 Class A Pass Through Trust                                           | CUSIP: 11042CAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      647596 | PA      | $597028.35    | 0.03%             | 2036-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| British Airways 2019-1 Class AA Pass Through Trust                                          | British Airways 2019-1 Class AA Pass Through Trust                                          | CUSIP: 11043XAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       70176 | PA      | $66381.84     | 0.00%             | 2034-06-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                                         | Province of British Columbia Canada                                                         | CUSIP: 11070TAM0<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     1274000 | PA      | $1252418.19   | 0.06%             | 2033-07-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| British Telecommunications PLC                                                              | British Telecommunications PLC                                                              | CUSIP: 111021AL5<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $202735.49    | 0.01%             | 2028-12-04      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                            | Brixmor Operating Partnership LP                                                            | CUSIP: 11120VAJ2<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |      100000 | PA      | $97486.24     | 0.00%             | 2030-07-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                                | Broadcom Inc                                                                                | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     1427000 | PA      | $1197404.70   | 0.05%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                                | Broadcom Inc                                                                                | CUSIP: 11135FCL3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      471000 | PA      | $475502.80    | 0.02%             | 2032-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                                | Broadcom Inc                                                                                | CUSIP: 11135FCQ2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     1350000 | PA      | $1229720.95   | 0.06%             | 2031-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                                | Broadcom Inc                                                                                | CUSIP: 11135FCU3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      150000 | PA      | $137431.16    | 0.01%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                                | Broadcom Inc                                                                                | CUSIP: 11135FCX7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96636.27     | 0.00%             | 2038-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                                                                      | Brookfield Finance Inc                                                                      | CUSIP: 11271LAL6<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |       50000 | PA      | $48931.05     | 0.00%             | 2054-03-04      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance LLC / Brookfield Finance Inc                                             | Brookfield Finance LLC / Brookfield Finance Inc                                             | CUSIP: 11271RAB5<br>LEI: 549300E643C5WZF8BL44 | Long             | DBT              | CORP              | US        |       50000 | PA      | $33053.36     | 0.00%             | 2050-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance II Inc                                                                   | Brookfield Finance II Inc                                                                   | CUSIP: 11271ZAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      100000 | PA      | $77946.04     | 0.00%             | 2032-12-14      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Brookfield Renewable Partners ULC                                                           | Brookfield Renewable Partners ULC                                                           | CUSIP: 11282ZAR9<br>LEI: 549300459XW8D7IBW569 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $80089.08     | 0.00%             | 2032-11-09      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Brookfield Infrastructure Finance ULC                                                       | Brookfield Infrastructure Finance ULC                                                       | CUSIP: 11291ZAL1<br>LEI: 984500CDDWC47U7DBA74 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $80109.69     | 0.00%             | 2033-02-14      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Brookfield Asset Management Ltd                                                             | Brookfield Asset Management Ltd                                                             | CUSIP: 113004AB1<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |       50000 | PA      | $49558.57     | 0.00%             | 2030-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Brooklyn Union Gas Co/The                                                                   | Brooklyn Union Gas Co/The                                                                   | CUSIP: 114259AX2<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |       50000 | PA      | $53169.18     | 0.00%             | 2033-09-15      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                           | Brown & Brown Inc                                                                           | CUSIP: 115236AG6<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101021.99    | 0.00%             | 2034-06-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Bruce Power LP                                                                              | Bruce Power LP                                                                              | CUSIP: 116705AL8<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $75078.59     | 0.00%             | 2027-12-21      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Brunswick Corp/DE                                                                           | Brunswick Corp/DE                                                                           | CUSIP: 117043AU3<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |      100000 | PA      | $94735.30     | 0.00%             | 2032-09-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                                         | Buckeye Partners LP                                                                         | CUSIP: 118230AM3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1190682.35   | 0.05%             | 2043-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                                         | Buckeye Partners LP                                                                         | CUSIP: 118230AP6<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |      225000 | PA      | $199714.39    | 0.01%             | 2044-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd Finance Corp                                                                      | Bunge Ltd Finance Corp                                                                      | CUSIP: 120568AZ3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99245.36     | 0.00%             | 2027-09-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Burford Capital Global Finance LLC                                                          | Burford Capital Global Finance LLC                                                          | CUSIP: 12116LAE9<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |     4500000 | PA      | $4190625.00   | 0.19%             | 2031-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                            | Burlington Northern Santa Fe LLC                                                            | CUSIP: 12189LAN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      707000 | PA      | $617756.00    | 0.03%             | 2043-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                            | Burlington Northern Santa Fe LLC                                                            | CUSIP: 12189LBD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      672000 | PA      | $537115.67    | 0.02%             | 2048-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                            | Burlington Northern Santa Fe LLC                                                            | CUSIP: 12189LBK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $46105.01     | 0.00%             | 2054-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                            | Burlington Northern Santa Fe LLC                                                            | CUSIP: 12189LBM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      242000 | PA      | $242445.10    | 0.01%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                                | CCO Holdings LLC / CCO Holdings Capital Corp                                                | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      750000 | PA      | $710947.05    | 0.03%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                                | CCO Holdings LLC / CCO Holdings Capital Corp                                                | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2750000 | PA      | $2497721.16   | 0.11%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                                | CCO Holdings LLC / CCO Holdings Capital Corp                                                | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3350000 | PA      | $2878003.96   | 0.13%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                                | CCO Holdings LLC / CCO Holdings Capital Corp                                                | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      575000 | PA      | $504940.62    | 0.02%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                                | CCO Holdings LLC / CCO Holdings Capital Corp                                                | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6400000 | PA      | $5368035.21   | 0.25%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| CBRE Services Inc                                                                           | CBRE Services Inc                                                                           | CUSIP: 12505BAL4<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |      406000 | PA      | $401325.61    | 0.02%             | 2033-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CF Industries Inc                                                                           | CF Industries Inc                                                                           | CUSIP: 12527GAE3<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |      885000 | PA      | $831030.87    | 0.04%             | 2044-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CF Industries Inc                                                                           | CF Industries Inc                                                                           | CUSIP: 12527GAL7<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50083.46     | 0.00%             | 2035-11-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                             | Cigna Group/The                                                                             | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      340000 | PA      | $340028.28    | 0.02%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                             | Cigna Group/The                                                                             | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      200000 | PA      | $188049.67    | 0.01%             | 2038-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                             | Cigna Group/The                                                                             | CUSIP: 125523BK5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      223000 | PA      | $168247.18    | 0.01%             | 2047-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                             | Cigna Group/The                                                                             | CUSIP: 125523CB4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99366.74     | 0.00%             | 2027-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                             | Cigna Group/The                                                                             | CUSIP: 125523CK4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     1132000 | PA      | $769887.27    | 0.04%             | 2050-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                             | Cigna Group/The                                                                             | CUSIP: 125523CM0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      448000 | PA      | $404184.93    | 0.02%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                             | Cigna Group/The                                                                             | CUSIP: 125523CY4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50081.17     | 0.00%             | 2032-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                                                             | CMS Energy Corp                                                                             | CUSIP: 125896845<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EP               | CORP              | US        |      159839 | NS      | $3697076.07   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corp                                                                             | CMS Energy Corp                                                                             | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |      744000 | PA      | $727592.27    | 0.03%             | 2050-06-01      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                                                  | CNH Industrial Capital LLC                                                                  | CUSIP: 12592BAV6<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |      578000 | PA      | $571415.70    | 0.03%             | 2030-10-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COMM 2018-COR3 Mortgage Trust                                                               | COMM 2018-COR3 Mortgage Trust                                                               | CUSIP: 12595VAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2106730 | PA      | $2069378.73   | 0.09%             | 2051-05-10      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| COLT 2021-RPL1 Trust                                                                        | COLT 2021-RPL1 Trust                                                                        | CUSIP: 12598PAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      265559 | PA      | $245135.66    | 0.01%             | 2061-09-25      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                            | CSC Holdings LLC                                                                            | CUSIP: 126307AY3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $530120.10    | 0.02%             | 2028-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                            | CSC Holdings LLC                                                                            | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      300000 | PA      | $186764.22    | 0.01%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                            | CSC Holdings LLC                                                                            | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     1325000 | PA      | $788855.71    | 0.04%             | 2030-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                            | CSC Holdings LLC                                                                            | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      900000 | PA      | $524743.20    | 0.02%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                                    | CSX Corp                                                                                    | CUSIP: 126408HF3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |      100000 | PA      | $76911.05     | 0.00%             | 2046-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                                    | CSX Corp                                                                                    | CUSIP: 126408HR7<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |      100000 | PA      | $69043.14     | 0.00%             | 2049-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CNX Resources Corp                                                                          | CNX Resources Corp                                                                          | CUSIP: 12653CAM0<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |      750000 | PA      | $743989.05    | 0.03%             | 2034-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CNX Midstream Partners LP                                                                   | CNX Midstream Partners LP                                                                   | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2375000 | PA      | $2298309.35   | 0.10%             | 2030-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COMM 2024-277P Mortgage Trust                                                               | COMM 2024-277P Mortgage Trust                                                               | CUSIP: 12654FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1484000 | PA      | $1547193.62   | 0.07%             | 2044-08-10      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-RPL2Trust                                                                         | CSMC 2021-RPL2Trust                                                                         | CUSIP: 12656TAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      288345 | PA      | $243701.55    | 0.01%             | 2060-01-25      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| CQP Holdco LP / BIP-V Chinook Holdco LLC                                                    | CQP Holdco LP / BIP-V Chinook Holdco LLC                                                    | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2005000 | PA      | $1980562.26   | 0.09%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CSL Finance PLC                                                                             | CSL Finance PLC                                                                             | CUSIP: 12661PAD1<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $88351.42     | 0.00%             | 2042-04-27      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                             | CVS Health Corp                                                                             | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     1812000 | PA      | $1601162.04   | 0.07%             | 2045-07-20      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                             | CVS Health Corp                                                                             | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      100000 | PA      | $92669.53     | 0.00%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                             | CVS Health Corp                                                                             | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      100000 | PA      | $86275.92     | 0.00%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                             | CVS Health Corp                                                                             | CUSIP: 126650DW7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101243.85    | 0.00%             | 2029-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                             | CVS Health Corp                                                                             | CUSIP: 126650EC0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      497000 | PA      | $513914.98    | 0.02%             | 2031-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                             | CVS Health Corp                                                                             | CUSIP: 126650EF3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      100000 | PA      | $97545.30     | 0.00%             | 2054-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust 2005-30CB                                                            | Alternative Loan Trust 2005-30CB                                                            | CUSIP: 12667GXK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      932315 | PA      | $595310.01    | 0.03%             | 2035-08-25      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| CRH SMW Finance DAC                                                                         | CRH SMW Finance DAC                                                                         | CUSIP: 12704PAA6<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |      917000 | PA      | $936811.77    | 0.04%             | 2029-05-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CRH SMW Finance DAC                                                                         | CRH SMW Finance DAC                                                                         | CUSIP: 12704PAB4<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |      200000 | PA      | $203615.91    | 0.01%             | 2030-01-09      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Coterra Energy Inc                                                                          | Coterra Energy Inc                                                                          | CUSIP: 127097AM5<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |      875000 | PA      | $882724.28    | 0.04%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Coterra Energy Inc                                                                          | Coterra Energy Inc                                                                          | CUSIP: 127097AN3<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |      924000 | PA      | $889149.68    | 0.04%             | 2055-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CACI International Inc                                                                      | CACI International Inc                                                                      | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |      800000 | PA      | $818442.60    | 0.04%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                                                                   | Caesars Entertainment Inc                                                                   | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     1025000 | PA      | $989311.76    | 0.05%             | 2029-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                                                                   | Caesars Entertainment Inc                                                                   | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     4925000 | PA      | $4999877.73   | 0.23%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                                                                   | Caesars Entertainment Inc                                                                   | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     5630000 | PA      | $5045789.43   | 0.23%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Canadian Imperial Bank of Commerce                                                          | Canadian Imperial Bank of Commerce                                                          | CUSIP: 13607HR61<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $198852.89    | 0.01%             | 2027-04-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                                          | Canadian Imperial Bank of Commerce                                                          | CUSIP: 13607LKJ1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $75899.44     | 0.00%             | 2033-04-20      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                                          | Canadian Imperial Bank of Commerce                                                          | CUSIP: 13607LPY3<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $76017.96     | 0.00%             | 2028-01-14      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                                          | Canadian Imperial Bank of Commerce                                                          | CUSIP: 13607P7Y4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     1200000 | PA      | $1231364.40   | 0.06%             | 2085-10-28      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                                          | Canadian Imperial Bank of Commerce                                                          | CUSIP: 13607PNF7<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     2000000 | PA      | $2039062.00   | 0.09%             | 2085-01-28      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                                          | Canadian Imperial Bank of Commerce                                                          | CUSIP: 13607QFE7<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |       50000 | PA      | $49639.52     | 0.00%             | 2031-09-08      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                                | Canadian National Railway Co                                                                | CUSIP: 136375CX8<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $53775.54     | 0.00%             | 2050-02-08      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                                | Canadian National Railway Co                                                                | CUSIP: 136375DC3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $95711.67     | 0.00%             | 2032-08-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                              | Canadian Natural Resources Ltd                                                              | CUSIP: 136385BA8<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $93993.97     | 0.00%             | 2030-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                              | Canadian Natural Resources Ltd                                                              | CUSIP: 136385BE0<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |       50000 | PA      | $50774.12     | 0.00%             | 2034-12-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                                 | Canadian Pacific Railway Co                                                                 | CUSIP: 13648TAC1<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $94834.98     | 0.00%             | 2029-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                                 | Canadian Pacific Railway Co                                                                 | CUSIP: 13648TAD9<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $85270.78     | 0.00%             | 2043-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                                 | Canadian Pacific Railway Co                                                                 | CUSIP: 13648TAF4<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |      473000 | PA      | $410077.63    | 0.02%             | 2048-05-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Cantor Fitzgerald LP                                                                        | Cantor Fitzgerald LP                                                                        | CUSIP: 138616AK3<br>LEI: 549300RLUEEVQEMX0450 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99822.79     | 0.00%             | 2027-04-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO 2016-1 Ltd                                                               | Canyon Capital CLO 2016-1 Ltd                                                               | CUSIP: 13887PAK1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      515972 | PA      | $515938.27    | 0.02%             | 2031-07-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                                  | Capital One Financial Corp                                                                  | CUSIP: 14040H782<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EP               | CORP              | US        |       29254 | NS      | $533885.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp                                                                  | Capital One Financial Corp                                                                  | CUSIP: 14040HBW4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98882.68     | 0.00%             | 2028-01-31      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                                  | Capital One Financial Corp                                                                  | CUSIP: 14040HCS2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      150000 | PA      | $150656.13    | 0.01%             | 2028-05-10      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                                  | Capital One Financial Corp                                                                  | CUSIP: 14040HDH5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102664.78    | 0.00%             | 2035-07-26      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                                  | Capital One Financial Corp                                                                  | CUSIP: 14040HDM4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98396.94     | 0.00%             | 2031-09-11      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| Capital Power Corp                                                                          | Capital Power Corp                                                                          | CUSIP: 14046ZAT6<br>LEI: 549300QRKTEXGXYVPO80 | Long             | DBT              | CORP              | CA        |       50000 | PA      | $36260.17     | 0.00%             | 2033-01-14      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Capstone Borrower Inc                                                                       | Capstone Borrower Inc                                                                       | CUSIP: 140944AA7<br>LEI: 254900YSP2BAI3YKIX08 | Long             | DBT              | CORP              | US        |     4225000 | PA      | $4075576.54   | 0.19%             | 2030-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                                         | Cardinal Health Inc                                                                         | CUSIP: 14149YAW8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     1530000 | PA      | $1316976.57   | 0.06%             | 2043-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                                         | Cardinal Health Inc                                                                         | CUSIP: 14149YBD9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |      100000 | PA      | $87854.16     | 0.00%             | 2045-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                                         | Cardinal Health Inc                                                                         | CUSIP: 14149YBT4<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |      273000 | PA      | $266427.77    | 0.01%             | 2054-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                                         | Cardinal Health Inc                                                                         | CUSIP: 14149YBU1<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |      342000 | PA      | $340232.30    | 0.02%             | 2030-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cargill Inc                                                                                 | Cargill Inc                                                                                 | CUSIP: 141781BF0<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |      100000 | PA      | $89230.04     | 0.00%             | 2045-11-23      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Carlisle Cos Inc                                                                            | Carlisle Cos Inc                                                                            | CUSIP: 142339AL4<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |      100000 | PA      | $86538.94     | 0.00%             | 2032-03-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Carlyle Finance Subsidiary LLC                                                              | Carlyle Finance Subsidiary LLC                                                              | CUSIP: 14314DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $96372.07     | 0.00%             | 2029-09-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp                                                                         | Carrier Global Corp                                                                         | CUSIP: 14448CAS3<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |      100000 | PA      | $71805.60     | 0.00%             | 2050-04-05      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                             | Caterpillar Inc                                                                             | CUSIP: 149123CB5<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |      150000 | PA      | $124511.21    | 0.01%             | 2042-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                                         | Caterpillar Financial Services Corp                                                         | CUSIP: 14913UAY6<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |      418000 | PA      | $419816.34    | 0.02%             | 2028-03-03      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                                         | Caterpillar Financial Services Corp                                                         | CUSIP: 14913UBB5<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |      559000 | PA      | $559244.39    | 0.03%             | 2028-08-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                                         | Caterpillar Financial Services Corp                                                         | CUSIP: 14913UBD1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     1088000 | PA      | $1083602.45   | 0.05%             | 2028-11-14      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Caturus Energy LLC                                                                          | Caturus Energy LLC                                                                          | CUSIP: 149482AA9<br>LEI: 254900LM244SIFQ1QY31 | Long             | DBT              | CORP              | US        |     1775000 | PA      | $1779895.24   | 0.08%             | 2031-05-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                                    | Celanese US Holdings LLC                                                                    | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     2410000 | PA      | $2482259.03   | 0.11%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Centene Corp                                                                                | Centene Corp                                                                                | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |        6000 | PA      | $5964.99      | 0.00%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                                | Centene Corp                                                                                | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |       92000 | PA      | $80181.52     | 0.00%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                                          | Cenovus Energy Inc                                                                          | CUSIP: 15135UAZ2<br>LEI: 254900LJGL2N2XEMD470 | Long             | DBT              | CORP              | CA        |       50000 | PA      | $36702.99     | 0.00%             | 2033-03-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc                                                                      | CenterPoint Energy Inc                                                                      | CUSIP: 15189TBJ5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |       50000 | PA      | $52802.90     | 0.00%             | 2055-02-15      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                                     | CenterPoint Energy Houston Electric LLC                                                     | CUSIP: 15189XBF4<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100069.94    | 0.00%             | 2035-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Champions Financing Inc                                                                     | Champions Financing Inc                                                                     | CUSIP: 15870LAA6<br>LEI: 391200ZDD75EGEUJ7625 | Long             | DBT              | CORP              | US        |     1575000 | PA      | $1532656.44   | 0.07%             | 2029-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| Charter Communications Operating LLC / Charter Communications Operating Capital             | Charter Communications Operating LLC / Charter Communications Operating Capital             | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $202076.00    | 0.01%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital             | Charter Communications Operating LLC / Charter Communications Operating Capital             | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $92133.71     | 0.00%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital             | Charter Communications Operating LLC / Charter Communications Operating Capital             | CUSIP: 161175BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      385000 | PA      | $307753.82    | 0.01%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital             | Charter Communications Operating LLC / Charter Communications Operating Capital             | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1191000 | PA      | $875570.22    | 0.04%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital             | Charter Communications Operating LLC / Charter Communications Operating Capital             | CUSIP: 161175BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      927000 | PA      | $535661.48    | 0.02%             | 2061-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital             | Charter Communications Operating LLC / Charter Communications Operating Capital             | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      678000 | PA      | $470309.99    | 0.02%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2024-4                                                               | Chase Auto Owner Trust 2024-4                                                               | CUSIP: 16144YAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      541806 | PA      | $545026.37    | 0.02%             | 2029-07-25      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                                 | Cheniere Energy Partners LP                                                                 | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96425.53     | 0.00%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                                 | Cheniere Energy Partners LP                                                                 | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |      100000 | PA      | $91524.78     | 0.00%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                                 | Cheniere Energy Partners LP                                                                 | CUSIP: 16411QAW1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |      172000 | PA      | $175550.81    | 0.01%             | 2035-10-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                                         | Chile Government International Bond                                                         | CUSIP: 168863DX3<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     2500000 | PA      | $2469750.00   | 0.11%             | 2027-01-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Chobani LLC / Chobani Finance Corp Inc                                                      | Chobani LLC / Chobani Finance Corp Inc                                                      | CUSIP: 17027NAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      300000 | PA      | $306091.73    | 0.01%             | 2034-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Choice Properties Real Estate Investment Trust                                              | Choice Properties Real Estate Investment Trust                                              | CUSIP: 17039AAN6<br>LEI: 5493007MYGFSLOZGT937 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $74357.86     | 0.00%             | 2028-03-08      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                                      | Chubb INA Holdings LLC                                                                      | CUSIP: 171232AS0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |      100000 | PA      | $110793.87    | 0.01%             | 2038-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                                      | Chubb INA Holdings LLC                                                                      | CUSIP: 171239AG1<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |      100000 | PA      | $87778.26     | 0.00%             | 2030-09-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                                      | Chubb INA Holdings LLC                                                                      | CUSIP: 171239AL0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |      934000 | PA      | $942428.87    | 0.04%             | 2029-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CIMIC Finance USA Pty Ltd                                                                   | CIMIC Finance USA Pty Ltd                                                                   | CUSIP: 171873AB8<br>LEI: 213800GNWSV32LXHCZ50 | Long             | DBT              | CORP              | AU        |       50000 | PA      | $53222.11     | 0.00%             | 2034-03-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Cinemark USA Inc                                                                            | Cinemark USA Inc                                                                            | CUSIP: 172441BH9<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |     1675000 | PA      | $1731062.25   | 0.08%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                                           | Cisco Systems Inc                                                                           | CUSIP: 17275RBL5<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99482.33     | 0.00%             | 2026-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                                           | Cisco Systems Inc                                                                           | CUSIP: 17275RBT8<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101339.12    | 0.00%             | 2034-02-26      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                                           | Cisco Systems Inc                                                                           | CUSIP: 17275RBU5<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |      100000 | PA      | $93868.00     | 0.00%             | 2054-02-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                                           | Cisco Systems Inc                                                                           | CUSIP: 17275RBZ4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |     1038000 | PA      | $1050550.88   | 0.05%             | 2035-02-24      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CIT Education Loan Trust 2007-1                                                             | CIT Education Loan Trust 2007-1                                                             | CUSIP: 17284LAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1125670 | PA      | $1103843.60   | 0.05%             | 2042-03-25      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                               | Citigroup Inc                                                                               | CUSIP: 172967BU4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1075000 | PA      | $1120779.72   | 0.05%             | 2033-02-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                               | Citigroup Inc                                                                               | CUSIP: 172967HS3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      100000 | PA      | $92847.23     | 0.00%             | 2044-05-06      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                               | Citigroup Inc                                                                               | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      511000 | PA      | $511188.24    | 0.02%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                               | Citigroup Inc                                                                               | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      300000 | PA      | $279001.10    | 0.01%             | 2031-01-29      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                               | Citigroup Inc                                                                               | CUSIP: 172967NE7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      200000 | PA      | $177262.23    | 0.01%             | 2032-11-03      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                               | Citigroup Inc                                                                               | CUSIP: 172967NF4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      237000 | PA      | $170927.44    | 0.01%             | 2042-11-03      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                               | Citigroup Inc                                                                               | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1295000 | PA      | $1218758.57   | 0.06%             | 2033-03-17      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                               | Citigroup Inc                                                                               | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      200000 | PA      | $203048.19    | 0.01%             | 2030-02-13      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                               | Citigroup Inc                                                                               | CUSIP: 172967PK1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      500000 | PA      | $507319.00    | 0.02%             | N/A             | Variable      | 7.13%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                               | Citigroup Inc                                                                               | CUSIP: 172967PL9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101734.48    | 0.00%             | 2035-06-11      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                               | Citigroup Inc                                                                               | CUSIP: 172967PM7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1730000 | PA      | $1797084.21   | 0.08%             | N/A             | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                               | Citigroup Inc                                                                               | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      475000 | PA      | $470567.91    | 0.02%             | 2036-09-11      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                               | Citigroup Inc                                                                               | CUSIP: 172967QJ3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      600000 | PA      | $607354.11    | 0.03%             | N/A             | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                                 | Citibank NA                                                                                 | CUSIP: 17325FBP2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |      933000 | PA      | $948467.91    | 0.04%             | 2030-05-29      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                               | Citigroup Inc                                                                               | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      100000 | PA      | $104178.70    | 0.00%             | 2034-05-25      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                               | Citigroup Inc                                                                               | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1374000 | PA      | $1368857.28   | 0.06%             | 2030-09-19      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                               | Citigroup Inc                                                                               | CUSIP: 17327CAU7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1162000 | PA      | $1142077.95   | 0.05%             | 2039-09-19      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                               | Citigroup Inc                                                                               | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2544245.00   | 0.12%             | N/A             | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                               | Citigroup Inc                                                                               | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100374.70    | 0.00%             | 2036-03-27      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                               | Citigroup Inc                                                                               | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     2700000 | PA      | $2741315.40   | 0.13%             | N/A             | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                                                | Citizens Financial Group Inc                                                                | CUSIP: 174610808<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EP               | CORP              | US        |       64541 | NS      | $1627078.61   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group Inc                                                                | Citizens Financial Group Inc                                                                | CUSIP: 174610BF1<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102907.50    | 0.00%             | 2030-01-23      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                                                | Citizens Financial Group Inc                                                                | CUSIP: 174610BH7<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     1467000 | PA      | $1511491.15   | 0.07%             | 2032-07-23      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP / Clarios US Finance Co                                                   | Clarios Global LP / Clarios US Finance Co                                                   | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      525000 | PA      | $542424.75    | 0.02%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CNO Global Funding                                                                          | CNO Global Funding                                                                          | CUSIP: 18977W2H2<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99103.80     | 0.00%             | 2028-09-08      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Coastal Gaslink Pipeline LP                                                                 | Coastal Gaslink Pipeline LP                                                                 | CUSIP: 19046FAM4<br>LEI: 549300P0NSGTO3Z5VQ83 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $76031.95     | 0.00%             | 2029-09-30      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Coastal Gaslink Pipeline LP                                                                 | Coastal Gaslink Pipeline LP                                                                 | CUSIP: 19046FAP7<br>LEI: 549300P0NSGTO3Z5VQ83 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $77959.29     | 0.00%             | 2034-09-30      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                            | Coca-Cola Co/The                                                                            | CUSIP: 191216CV0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      200000 | PA      | $180880.82    | 0.01%             | 2030-06-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                            | Coca-Cola Co/The                                                                            | CUSIP: 191216DC1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |       50000 | PA      | $29365.22     | 0.00%             | 2051-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                            | Coca-Cola Co/The                                                                            | CUSIP: 191216DZ0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |       50000 | PA      | $47202.60     | 0.00%             | 2055-01-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Operating Co LLC                                                         | Columbia Pipelines Operating Co LLC                                                         | CUSIP: 19828TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $104744.51    | 0.00%             | 2043-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                                | Comcast Corp                                                                                | CUSIP: 20030NCC3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       50000 | PA      | $36693.55     | 0.00%             | 2047-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                                | Comcast Corp                                                                                | CUSIP: 20030NCE9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      100000 | PA      | $72419.44     | 0.00%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                                | Comcast Corp                                                                                | CUSIP: 20030NCL3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      727000 | PA      | $664056.37    | 0.03%             | 2038-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                                | Comcast Corp                                                                                | CUSIP: 20030NDA6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23391.56     | 0.00%             | 2030-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                                | Comcast Corp                                                                                | CUSIP: 20030NDN8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      200000 | PA      | $173470.42    | 0.01%             | 2031-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: —       |
| Comcast Corp                                                                                | Comcast Corp                                                                                | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      151000 | PA      | $83127.95     | 0.00%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                                | Comcast Corp                                                                                | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      200000 | PA      | $105244.59    | 0.00%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                                | Comcast Corp                                                                                | CUSIP: 20030NEG2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      378000 | PA      | $330512.62    | 0.02%             | 2064-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                                | Comcast Corp                                                                                | CUSIP: 20030NEQ0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49134.10     | 0.00%             | 2055-05-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                                | Comcast Corp                                                                                | CUSIP: 20030NES6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      609000 | PA      | $593679.37    | 0.03%             | 2037-01-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Fifth Third Financial Corp                                                                  | Fifth Third Financial Corp                                                                  | CUSIP: 200340AW7<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103124.64    | 0.00%             | 2030-01-30      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                                         | CommonSpirit Health                                                                         | CUSIP: 20268JAC7<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |      100000 | PA      | $77168.34     | 0.00%             | 2049-10-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Commonbond Student Loan Trust 2017-B-GS                                                     | Commonbond Student Loan Trust 2017-B-GS                                                     | CUSIP: 20268KAA8<br>LEI: 549300KDXV3I7WKXA522 | Long             | ABS-O            | CORP              | US        |      963248 | PA      | $908553.14    | 0.04%             | 2042-09-25      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Commonbond Student Loan Trust 2021-A-GS                                                     | Commonbond Student Loan Trust 2021-A-GS                                                     | CUSIP: 20268WAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      203251 | PA      | $176339.27    | 0.01%             | 2052-03-25      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                              | Commonwealth Bank of Australia                                                              | CUSIP: 202712BN4<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |      250000 | PA      | $226336.74    | 0.01%             | 2031-03-11      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                                      | Commonwealth Edison Co                                                                      | CUSIP: 202795JA9<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |      100000 | PA      | $80434.22     | 0.00%             | 2042-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CompoSecure Holdings LLC                                                                    | CompoSecure Holdings LLC                                                                    | CUSIP: 20459XAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1925000 | PA      | $1886865.75   | 0.09%             | 2033-02-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Comstock Resources Inc                                                                      | Comstock Resources Inc                                                                      | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |     1525000 | PA      | $1524461.32   | 0.07%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Comstock Resources Inc                                                                      | Comstock Resources Inc                                                                      | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |     3475000 | PA      | $3366034.77   | 0.15%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                                          | Conagra Brands Inc                                                                          | CUSIP: 205887AR3<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |      602000 | PA      | $631306.53    | 0.03%             | 2028-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                                          | Conagra Brands Inc                                                                          | CUSIP: 205887CC4<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100189.73    | 0.00%             | 2028-11-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                                          | Conagra Brands Inc                                                                          | CUSIP: 205887CK6<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50037.32     | 0.00%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Concentra Health Services Inc                                                               | Concentra Health Services Inc                                                               | CUSIP: 20600DAA1<br>LEI: 984500GB84105F75DE32 | Long             | DBT              | CORP              | US        |     1075000 | PA      | $1114012.83   | 0.05%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Connecticut Light and Power Co/The                                                          | Connecticut Light and Power Co/The                                                          | CUSIP: 207597ES0<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99629.33     | 0.00%             | 2034-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                           | ConocoPhillips Co                                                                           | CUSIP: 20826FBF2<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101779.24    | 0.00%             | 2033-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                           | ConocoPhillips Co                                                                           | CUSIP: 20826FBH8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |       75000 | PA      | $72325.74     | 0.00%             | 2063-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                                      | Consolidated Edison Co of New York Inc                                                      | CUSIP: 209111FD0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |      277000 | PA      | $236712.97    | 0.01%             | 2044-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                                      | Consolidated Edison Co of New York Inc                                                      | CUSIP: 209111FF5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |      100000 | PA      | $82428.98     | 0.00%             | 2054-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                                      | Consolidated Edison Co of New York Inc                                                      | CUSIP: 209111FG3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |      401000 | PA      | $338208.91    | 0.02%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                                      | Consolidated Edison Co of New York Inc                                                      | CUSIP: 209111FQ1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |      100000 | PA      | $79622.93     | 0.00%             | 2058-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                                      | Consolidated Edison Co of New York Inc                                                      | CUSIP: 209111FV0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |      534000 | PA      | $418236.02    | 0.02%             | 2049-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                                    | Constellation Brands Inc                                                                    | CUSIP: 21036PBK3<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |      304000 | PA      | $304085.20    | 0.01%             | 2027-05-09      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                                    | Constellation Brands Inc                                                                    | CUSIP: 21036PBP2<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49502.83     | 0.00%             | 2033-05-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                                         | Constellation Energy Generation LLC                                                         | CUSIP: 210385AC4<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |      100000 | PA      | $104855.97    | 0.00%             | 2033-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                                         | Constellation Energy Generation LLC                                                         | CUSIP: 210385AL4<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |      100000 | PA      | $95512.14     | 0.00%             | 2031-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                                         | Consumers Energy Co                                                                         | CUSIP: 210518DP8<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |      100000 | PA      | $94363.35     | 0.00%             | 2032-08-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                                         | Consumers Energy Co                                                                         | CUSIP: 210518DV5<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101400.45    | 0.00%             | 2029-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Continental Resources Inc/OK                                                                | Continental Resources Inc/OK                                                                | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |      100000 | PA      | $88083.18     | 0.00%             | 2032-04-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA/NY                                                                 | Cooperatieve Rabobank UA/NY                                                                 | CUSIP: 21688ABV3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     1132000 | PA      | $1133881.57   | 0.05%             | 2029-04-01      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                                    | Corebridge Financial Inc                                                                    | CUSIP: 21871X208<br>LEI: 549300XY1661QCIA7J65 | Long             | EP               | CORP              | US        |       24629 | NS      | $589864.55    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Corebridge Financial Inc                                                                    | Corebridge Financial Inc                                                                    | CUSIP: 21871XAH2<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |      100000 | PA      | $94009.90     | 0.00%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                                    | Corebridge Financial Inc                                                                    | CUSIP: 21871XAT6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1292655.78   | 0.06%             | 2054-09-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                                    | Corebridge Financial Inc                                                                    | CUSIP: 21871XAU3<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |      500000 | PA      | $514282.50    | 0.02%             | N/A             | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| CoreWeave Inc                                                                               | CoreWeave Inc                                                                               | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |     4240000 | PA      | $4213116.53   | 0.19%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                                                                 | Corning Inc                                                                                 | CUSIP: 219350BQ7<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |       50000 | PA      | $45178.08     | 0.00%             | 2079-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                  | Ginnie Mae                                                                                  | CUSIP: 21H042653<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     4800000 | PA      | $4628250.00   | 0.21%             | 2056-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                  | Ginnie Mae                                                                                  | CUSIP: 21H050664<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      410000 | PA      | $405560.03    | 0.02%             | 2056-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Corp Quiport SA                                                                             | Corp Quiport SA                                                                             | CUSIP: 22000FAA8<br>LEI: 9845008C1QFC4A49E084 | Long             | DBT              | CORP              | EC        |     3050000 | PA      | $3303382.07   | 0.15%             | 2037-12-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp                                                                       | Costco Wholesale Corp                                                                       | CUSIP: 22160KAN5<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |      200000 | PA      | $194394.99    | 0.01%             | 2027-06-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Reworld Holding Corp                                                                        | Reworld Holding Corp                                                                        | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |      925000 | PA      | $884073.28    | 0.04%             | 2029-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Cox Communications Inc                                                                      | Cox Communications Inc                                                                      | CUSIP: 224044CJ4<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98670.97     | 0.00%             | 2027-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cox Communications Inc                                                                      | Cox Communications Inc                                                                      | CUSIP: 224044CP0<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |      100000 | PA      | $60241.49     | 0.00%             | 2051-06-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Cox Communications Inc                                                                      | Cox Communications Inc                                                                      | CUSIP: 224044CU9<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |      561000 | PA      | $539870.00    | 0.02%             | 2034-09-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Cox Communications Inc                                                                      | Cox Communications Inc                                                                      | CUSIP: 224044CV7<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |      419000 | PA      | $360001.24    | 0.02%             | 2054-09-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Corp                                                                      | Credit Acceptance Corp                                                                      | CUSIP: 225310AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2725000 | PA      | $2841651.80   | 0.13%             | 2028-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                                          | Credit Agricole SA                                                                          | CUSIP: 225313AK1<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      250000 | PA      | $246140.53    | 0.01%             | 2033-01-10      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                                          | Credit Agricole SA                                                                          | CUSIP: 225313AT2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     3000000 | PA      | $3109302.00   | 0.14%             | N/A             | Variable      | 7.13%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                                          | Credit Agricole SA                                                                          | CUSIP: 22534PAC7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      557000 | PA      | $566838.40    | 0.03%             | 2028-07-12      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                                          | Credit Agricole SA                                                                          | CUSIP: 22535WAR8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     1209000 | PA      | $1223783.20   | 0.06%             | 2031-05-27      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                                          | Credit Agricole SA                                                                          | CUSIP: 22535WAT4<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      250000 | PA      | $246846.14    | 0.01%             | 2032-01-12      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                | UBS Group AG                                                                                | CUSIP: 225401AF5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      400000 | PA      | $395526.99    | 0.02%             | 2029-01-12      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                | UBS Group AG                                                                                | CUSIP: 225401BK3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      200000 | PA      | $197990.76    | 0.01%             | 2029-12-23      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                | UBS Group AG                                                                                | CUSIP: 225401BR8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      900000 | PA      | $888982.36    | 0.04%             | 2030-04-10      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                            | Crown Castle Inc                                                                            | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      100000 | PA      | $88657.44     | 0.00%             | 2031-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                            | Crown Castle Inc                                                                            | CUSIP: 22822VAX9<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |       50000 | PA      | $35872.62     | 0.00%             | 2041-04-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                            | Crown Castle Inc                                                                            | CUSIP: 22822VBA8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      459000 | PA      | $462532.29    | 0.02%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                            | Crown Castle Inc                                                                            | CUSIP: 22822VBD2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      398000 | PA      | $407990.40    | 0.02%             | 2029-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CU Inc                                                                                      | CU Inc                                                                                      | CUSIP: 22944CAA4<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |       75000 | PA      | $56212.32     | 0.00%             | 2053-09-20      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                                                                 | Cummins Inc                                                                                 | CUSIP: 231021AW6<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51070.07     | 0.00%             | 2034-02-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| DH Europe Finance II Sarl                                                                   | DH Europe Finance II Sarl                                                                   | CUSIP: 23291KAK1<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $70380.74     | 0.00%             | 2049-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| DB Terra Chile HoldCo SpA                                                                   | DB Terra Chile HoldCo SpA                                                                   | CUSIP: 23307FAA6<br>LEI: 254900CUZ2G2ZLVIPP64 | Long             | DBT              | CORP              | CL        |     3100000 | PA      | $3077587.00   | 0.14%             | 2031-04-20      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| DCP Midstream Operating LP                                                                  | DCP Midstream Operating LP                                                                  | CUSIP: 23311VAK3<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |      100000 | PA      | $91442.94     | 0.00%             | 2032-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                               | DTE Energy Co                                                                               | CUSIP: 233331818<br>LEI: 549300IX8SD6XXD71I78 | Long             | EP               | CORP              | US        |       13005 | NS      | $223425.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Co                                                                               | DTE Energy Co                                                                               | CUSIP: 233331859<br>LEI: 549300IX8SD6XXD71I78 | Long             | EP               | CORP              | US        |       35000 | NS      | $760200.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| DTE Energy Co                                                                               | DTE Energy Co                                                                               | CUSIP: 233331BJ5<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |      505000 | PA      | $509004.22    | 0.02%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                             | DTE Electric Co                                                                             | CUSIP: 23338VAH9<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |      100000 | PA      | $78020.16     | 0.00%             | 2048-05-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| DXC Technology Co                                                                           | DXC Technology Co                                                                           | CUSIP: 23355LAM8<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |      200000 | PA      | $187845.17    | 0.01%             | 2028-09-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                                     | Daimler Truck Finance North America LLC                                                     | CUSIP: 233853AH3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |      150000 | PA      | $132500.77    | 0.01%             | 2031-12-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                                     | Daimler Truck Finance North America LLC                                                     | CUSIP: 233853AQ3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |      306000 | PA      | $308653.80    | 0.01%             | 2028-01-19      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                                     | Daimler Truck Finance North America LLC                                                     | CUSIP: 233853BC3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |      370000 | PA      | $372959.29    | 0.02%             | 2028-01-13      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                                     | Daimler Truck Finance North America LLC                                                     | CUSIP: 233853BH2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |      363000 | PA      | $361086.30    | 0.02%             | 2030-10-12      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                                     | Daimler Truck Finance North America LLC                                                     | CUSIP: 233853BK5<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |      275000 | PA      | $271497.55    | 0.01%             | 2029-01-12      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Dangote Fertiliser Ltd                                                                      | Dangote Fertiliser Ltd                                                                      | CUSIP: 236158AA9<br>LEI: 0292006832A6M7BC0G53 | Long             | DBT              | CORP              | NG        |     2325000 | PA      | $2348250.00   | 0.11%             | 2031-05-05      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Darden Restaurants Inc                                                                      | Darden Restaurants Inc                                                                      | CUSIP: 237194AP0<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |      358000 | PA      | $357460.66    | 0.02%             | 2027-10-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Darling Ingredients Inc                                                                     | Darling Ingredients Inc                                                                     | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |      500000 | PA      | $504336.50    | 0.02%             | 2030-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DaVita Inc                                                                                  | DaVita Inc                                                                                  | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     1525000 | PA      | $1476280.22   | 0.07%             | 2030-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| DaVita Inc                                                                                  | DaVita Inc                                                                                  | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |      650000 | PA      | $602997.59    | 0.03%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DaVita Inc                                                                                  | DaVita Inc                                                                                  | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |      525000 | PA      | $541900.28    | 0.02%             | 2032-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DaVita Inc                                                                                  | DaVita Inc                                                                                  | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     1525000 | PA      | $1572381.75   | 0.07%             | 2033-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DBR Land Holdings LLC                                                                       | DBR Land Holdings LLC                                                                       | CUSIP: 24024BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1050000 | PA      | $1074937.50   | 0.05%             | 2030-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Deere & Co                                                                                  | Deere & Co                                                                                  | CUSIP: 244199BK0<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |      100000 | PA      | $76139.44     | 0.00%             | 2050-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Deere & Co                                                                                  | Deere & Co                                                                                  | CUSIP: 244199BL8<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |      422000 | PA      | $439139.27    | 0.02%             | 2035-01-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                                     | John Deere Capital Corp                                                                     | CUSIP: 24422EUU1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98105.80     | 0.00%             | 2029-03-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                                     | John Deere Capital Corp                                                                     | CUSIP: 24422EWA3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98511.48     | 0.00%             | 2027-01-11      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                                     | John Deere Capital Corp                                                                     | CUSIP: 24422EXD6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100394.12    | 0.00%             | 2026-09-08      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                                     | John Deere Capital Corp                                                                     | CUSIP: 24422EXN4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |      427000 | PA      | $435786.52    | 0.02%             | 2031-03-07      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                                     | John Deere Capital Corp                                                                     | CUSIP: 24422EXX2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |      666000 | PA      | $664540.39    | 0.03%             | 2031-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                                     | John Deere Capital Corp                                                                     | CUSIP: 24422EYM5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |      423000 | PA      | $422224.71    | 0.02%             | 2029-01-18      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Deere Funding Canada Corp                                                                   | Deere Funding Canada Corp                                                                   | CUSIP: 2442GAAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      491000 | PA      | $484765.27    | 0.02%             | 2030-10-09      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                           | Dell International LLC / EMC Corp                                                           | CUSIP: 24703DBF7<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |      808000 | PA      | $608796.19    | 0.03%             | 2041-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                           | Dell International LLC / EMC Corp                                                           | CUSIP: 24703DBJ9<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101416.89    | 0.00%             | 2028-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                           | Dell International LLC / EMC Corp                                                           | CUSIP: 24703DBL4<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |      150000 | PA      | $156385.20    | 0.01%             | 2033-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                           | Dell International LLC / EMC Corp                                                           | CUSIP: 24703DBP5<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |      932000 | PA      | $923179.76    | 0.04%             | 2030-02-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                           | Dell International LLC / EMC Corp                                                           | CUSIP: 24703DBU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $49177.62     | 0.00%             | 2036-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                           | Dell International LLC / EMC Corp                                                           | CUSIP: 24703TAJ5<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |      675000 | PA      | $803441.59    | 0.04%             | 2036-07-15      | Fixed         | 8.10%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                           | Dell International LLC / EMC Corp                                                           | CUSIP: 24703TAL0<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |      792000 | PA      | $796698.48    | 0.04%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc                                                                         | Delta Air Lines Inc                                                                         | CUSIP: 247361A24<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50298.24     | 0.00%             | 2028-07-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DRC International Bond                                                                      | DRC International Bond                                                                      | CUSIP: 24811WAA6<br>LEI: N/A                  | Long             | DBT              | NUSS              | CD        |     5450000 | PA      | $5555445.07   | 0.25%             | 2032-04-16      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Depository Trust Co/The                                                                     | Depository Trust Co/The                                                                     | CUSIP: 249672AA4<br>LEI: 549300HBJLRO8YFMI370 | Long             | DBT              | CORP              | US        |      421000 | PA      | $421439.60    | 0.02%             | 2031-03-27      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt-A Securities Mortgage Loan Trust Series 2006-AF1                               | Deutsche Alt-A Securities Mortgage Loan Trust Series 2006-AF1                               | CUSIP: 251510NC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2489639 | PA      | $2371546.19   | 0.11%             | 2036-04-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt-A Securities Mortgage Loan Trust Series 2007-AR2                               | Deutsche Alt-A Securities Mortgage Loan Trust Series 2007-AR2                               | CUSIP: 25151UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      608483 | PA      | $584261.29    | 0.03%             | 2037-03-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                                | Deutsche Bank AG/New York NY                                                                | CUSIP: 251526CD9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      350000 | PA      | $330173.56    | 0.02%             | 2031-09-18      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                                | Deutsche Bank AG/New York NY                                                                | CUSIP: 251526CF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      361000 | PA      | $335465.05    | 0.02%             | 2032-01-14      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance BV                                                   | Deutsche Telekom International Finance BV                                                   | CUSIP: 25156PBB8<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |      150000 | PA      | $149926.39    | 0.01%             | 2028-06-21      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                                | Deutsche Bank AG/New York NY                                                                | CUSIP: 25160PAE7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $203707.50    | 0.01%             | 2031-07-08      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                                | Deutsche Bank AG/New York NY                                                                | CUSIP: 25160PAG2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      550000 | PA      | $502002.76    | 0.02%             | 2033-01-07      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                                | Deutsche Bank AG/New York NY                                                                | CUSIP: 25160PAS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      382000 | PA      | $381573.81    | 0.02%             | 2032-04-14      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp                                                                           | Devon Energy Corp                                                                           | CUSIP: 251799AA0<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |      100000 | PA      | $115029.61    | 0.01%             | 2032-04-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Dexko Global Inc                                                                            | Dexko Global Inc                                                                            | CUSIP: 252142AB0<br>LEI: 549300SMZ4OV1KBH1M19 | Long             | DBT              | CORP              | US        |     4095280 | PA      | $3684810.09   | 0.17%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                                      | Diamondback Energy Inc                                                                      | CUSIP: 25278XAW9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      749000 | PA      | $764790.71    | 0.03%             | 2053-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                                      | Diamondback Energy Inc                                                                      | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |       50000 | PA      | $47974.92     | 0.00%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Dick's Sporting Goods Inc                                                                   | Dick's Sporting Goods Inc                                                                   | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |       50000 | PA      | $35494.48     | 0.00%             | 2052-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Digicel International Finance Ltd / Difl US LLC                                             | Digicel International Finance Ltd / Difl US LLC                                             | CUSIP: 25381MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     2725000 | PA      | $2834820.23   | 0.13%             | 2032-08-01      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Ardshinbank CJSC Via Dilijan Finance BV                                                     | Ardshinbank CJSC Via Dilijan Finance BV                                                     | CUSIP: 254032AD7<br>LEI: 549300DCGXFXAP2FEV07 | Long             | DBT              | CORP              | NL        |     3025000 | PA      | $3039300.20   | 0.14%             | 2031-01-22      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                                          | Walt Disney Co/The                                                                          | CUSIP: 254687ET9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98206.86     | 0.00%             | 2043-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                                          | Walt Disney Co/The                                                                          | CUSIP: 254687EV4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |      100000 | PA      | $89319.40     | 0.00%             | 2044-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                                          | Walt Disney Co/The                                                                          | CUSIP: 254687FX9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |      100000 | PA      | $92862.86     | 0.00%             | 2031-01-13      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                                          | Walt Disney Co/The                                                                          | CUSIP: 254687FZ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |       50000 | PA      | $36210.51     | 0.00%             | 2051-01-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| DISH Network Corp                                                                           | DISH Network Corp                                                                           | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |     2450000 | PA      | $2529135.00   | 0.12%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Dollar General Corp                                                                         | Dollar General Corp                                                                         | CUSIP: 256677AG0<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |      100000 | PA      | $95587.88     | 0.00%             | 2030-04-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                                         | Dominion Energy Inc                                                                         | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      100000 | PA      | $95546.59     | 0.00%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                                         | Dominion Energy Inc                                                                         | CUSIP: 25746UDQ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      100000 | PA      | $84068.73     | 0.00%             | 2052-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                                         | Dominion Energy Inc                                                                         | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     2050000 | PA      | $2096631.35   | 0.10%             | 2055-05-15      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                                         | Dow Chemical Co/The                                                                         | CUSIP: 260543CV3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |      100000 | PA      | $78804.50     | 0.00%             | 2049-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                                         | Dow Chemical Co/The                                                                         | CUSIP: 260543DN0<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99021.01     | 0.00%             | 2031-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DuPont de Nemours Inc                                                                       | DuPont de Nemours Inc                                                                       | CUSIP: 26078JAE0<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |       30000 | PA      | $29571.82     | 0.00%             | 2038-11-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2025-1                                                         | Drive Auto Receivables Trust 2025-1                                                         | CUSIP: 262102AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      245181 | PA      | $245355.78    | 0.01%             | 2028-08-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Dryden 40 Senior Loan Fund                                                                  | Dryden 40 Senior Loan Fund                                                                  | CUSIP: 26244GAS4<br>LEI: 549300BH0PFEW6WVTN52 | Long             | ABS-CBDO         | CORP              | KY        |      703429 | PA      | $703424.96    | 0.03%             | 2031-08-15      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Dryden 80 CLO Ltd                                                                           | Dryden 80 CLO Ltd                                                                           | CUSIP: 26245JBA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      814205 | PA      | $813402.07    | 0.04%             | 2033-01-17      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Dryden 64 CLO Ltd                                                                           | Dryden 64 CLO Ltd                                                                           | CUSIP: 26251LAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      220445 | PA      | $220419.76    | 0.01%             | 2031-04-18      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Dryden 72 CLO Ltd                                                                           | Dryden 72 CLO Ltd                                                                           | CUSIP: 26252NAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      264301 | PA      | $264315.76    | 0.01%             | 2032-05-15      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                            | Duke Energy Corp                                                                            | CUSIP: 26441CAT2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |       50000 | PA      | $36830.95     | 0.00%             | 2046-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                            | Duke Energy Corp                                                                            | CUSIP: 26441CBW4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101033.58    | 0.00%             | 2027-12-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                            | Duke Energy Corp                                                                            | CUSIP: 26441CCF0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      396000 | PA      | $378852.58    | 0.02%             | 2054-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                            | Duke Energy Corp                                                                            | CUSIP: 26441CCG8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |       50000 | PA      | $52237.55     | 0.00%             | 2054-09-01      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                                   | Duke Energy Carolinas LLC                                                                   | CUSIP: 26442CBH6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |      306000 | PA      | $215151.79    | 0.01%             | 2052-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                                   | Duke Energy Carolinas LLC                                                                   | CUSIP: 26442CBL7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |      194000 | PA      | $182676.10    | 0.01%             | 2054-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                                   | Duke Energy Carolinas LLC                                                                   | CUSIP: 26442CBQ6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101545.50    | 0.00%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio Inc                                                                        | Duke Energy Ohio Inc                                                                        | CUSIP: 26442EAK6<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |      210000 | PA      | $202957.93    | 0.01%             | 2053-04-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio Inc                                                                        | Duke Energy Ohio Inc                                                                        | CUSIP: 26442EAL4<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |       50000 | PA      | $47613.55     | 0.00%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Duke University                                                                             | Duke University                                                                             | CUSIP: 26442TAG2<br>LEI: FY5ICUIRRDCHN4HHL592 | Long             | DBT              | CORP              | US        |       50000 | PA      | $31474.25     | 0.00%             | 2050-10-01      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                                    | Duke Energy Progress LLC                                                                    | CUSIP: 26442UAP9<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |      404000 | PA      | $305128.87    | 0.01%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                                     | Duke Energy Indiana LLC                                                                     | CUSIP: 26443TAB2<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |      100000 | PA      | $67320.81     | 0.00%             | 2049-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                                     | Duke Energy Indiana LLC                                                                     | CUSIP: 26443TAD8<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |      100000 | PA      | $92989.53     | 0.00%             | 2053-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                                     | Duke Energy Indiana LLC                                                                     | CUSIP: 26443TAG1<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |      275000 | PA      | $270233.40    | 0.01%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                                     | Duke Energy Florida LLC                                                                     | CUSIP: 26444HAN1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |      261000 | PA      | $263429.24    | 0.01%             | 2052-11-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Duquesne Light Holdings Inc                                                                 | Duquesne Light Holdings Inc                                                                 | CUSIP: 266233AH8<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |      100000 | PA      | $90537.23     | 0.00%             | 2030-10-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Dye & Durham Ltd                                                                            | Dye & Durham Ltd                                                                            | CUSIP: 267486AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     4078000 | PA      | $3556953.94   | 0.16%             | 2029-04-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| EMD Finance LLC                                                                             | EMD Finance LLC                                                                             | CUSIP: 26867LAR1<br>LEI: 529900C8KS5G529A0B76 | Long             | DBT              | CORP              | US        |      601000 | PA      | $594273.79    | 0.03%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP / Emerald Co-Issuer Inc                                                   | EMRLD Borrower LP / Emerald Co-Issuer Inc                                                   | CUSIP: 26873CAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1580000 | PA      | $1633381.88   | 0.07%             | 2031-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                                     | Eni SpA                                                                                     | CUSIP: 26874RAJ7<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $198804.56    | 0.01%             | 2029-05-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                                                           | EOG Resources Inc                                                                           | CUSIP: 26875PBA8<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50629.53     | 0.00%             | 2055-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                            | ERP Operating LP                                                                            | CUSIP: 26884ABJ1<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98509.98     | 0.00%             | 2028-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                                                    | EQT Corp                                                                                    | CUSIP: 26884LAN9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      100000 | PA      | $94080.71     | 0.00%             | 2031-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                                        | ERAC USA Finance LLC                                                                        | CUSIP: 26884TAW2<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99742.44     | 0.00%             | 2033-05-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                                        | ERAC USA Finance LLC                                                                        | CUSIP: 26884TBB7<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |     1211000 | PA      | $1207957.51   | 0.06%             | 2036-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Eastern Energy Gas Holdings LLC                                                             | Eastern Energy Gas Holdings LLC                                                             | CUSIP: 27636AAB8<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103898.45    | 0.00%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co                                                                         | Eastman Chemical Co                                                                         | CUSIP: 277432AX8<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |      600000 | PA      | $623402.87    | 0.03%             | 2033-03-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co                                                                         | Eastman Chemical Co                                                                         | CUSIP: 277432BB5<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |      517000 | PA      | $507770.04    | 0.02%             | 2031-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                                                                  | Eaton Corp                                                                                  | CUSIP: 278062AE4<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |      100000 | PA      | $86065.50     | 0.00%             | 2042-11-02      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Eaton Vance CLO 2014-1R Ltd                                                                 | Eaton Vance CLO 2014-1R Ltd                                                                 | CUSIP: 27830TAL9<br>LEI: 549300FPTLP8I41O7F48 | Long             | ABS-CBDO         | CORP              | KY        |      115171 | PA      | $115104.68    | 0.01%             | 2030-07-15      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                                                                    | eBay Inc                                                                                    | CUSIP: 278642AW3<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |      200000 | PA      | $186656.21    | 0.01%             | 2030-03-11      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                                                  | Ecolab Inc                                                                                  | CUSIP: 278865BA7<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |      100000 | PA      | $79084.58     | 0.00%             | 2047-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                                                  | Ecolab Inc                                                                                  | CUSIP: 278865BN9<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |      788000 | PA      | $475745.79    | 0.02%             | 2051-12-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                                                  | Ecolab Inc                                                                                  | CUSIP: 278865BP4<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |      494000 | PA      | $502310.01    | 0.02%             | 2028-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                                                  | Ecolab Inc                                                                                  | CUSIP: 278865BQ2<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |      263000 | PA      | $263466.88    | 0.01%             | 2028-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Ecuador Government International Bond                                                       | Ecuador Government International Bond                                                       | CUSIP: 27927WAQ5<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     1225000 | PA      | $1249500.00   | 0.06%             | 2034-01-29      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ELFI Graduate Loan Program 2024-A LLC                                                       | ELFI Graduate Loan Program 2024-A LLC                                                       | CUSIP: 28627LAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1405198 | PA      | $1411070.94   | 0.06%             | 2049-08-25      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Ellucian Holdings Inc                                                                       | Ellucian Holdings Inc                                                                       | CUSIP: 289178AA3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | DBT              | CORP              | US        |     4495000 | PA      | $4421158.84   | 0.20%             | 2029-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Embraer Netherlands Finance BV                                                              | Embraer Netherlands Finance BV                                                              | CUSIP: 29082HAE2<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |       50000 | PA      | $52125.00     | 0.00%             | 2035-02-11      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Embraer Netherlands Finance BV                                                              | Embraer Netherlands Finance BV                                                              | CUSIP: 29082HAF9<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |      212000 | PA      | $206117.00    | 0.01%             | 2038-01-09      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Emera US Finance LP                                                                         | Emera US Finance LP                                                                         | CUSIP: 29103DAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      595000 | PA      | $493690.41    | 0.02%             | 2046-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Emera US Finance LP                                                                         | Emera US Finance LP                                                                         | CUSIP: 29103DAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $89061.69     | 0.00%             | 2031-06-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Emera US Finance LLC                                                                        | Emera US Finance LLC                                                                        | CUSIP: 29103HAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      393000 | PA      | $390028.55    | 0.02%             | 2033-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                          | Energy Transfer LP                                                                          | CUSIP: 292480AL4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      220000 | PA      | $221872.83    | 0.01%             | 2028-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Empower Finance 2020 LP                                                                     | Empower Finance 2020 LP                                                                     | CUSIP: 29248HAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $95924.88     | 0.00%             | 2027-09-17      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                                | Enbridge Inc                                                                                | CUSIP: 29250NAW5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     2500000 | PA      | $2511140.00   | 0.11%             | 2078-03-01      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                                | Enbridge Inc                                                                                | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $227822.15    | 0.01%             | 2084-01-15      | Variable      | 8.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                                | Enbridge Inc                                                                                | CUSIP: 29250NCG8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |       60000 | PA      | $63440.76     | 0.00%             | 2055-03-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                                | Enbridge Inc                                                                                | CUSIP: 29250NCH6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      284000 | PA      | $284828.71    | 0.01%             | 2028-06-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Enbridge Energy Partners LP                                                                 | Enbridge Energy Partners LP                                                                 | CUSIP: 29250RAX4<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |      100000 | PA      | $114719.37    | 0.01%             | 2045-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Enbridge Pipelines Inc                                                                      | Enbridge Pipelines Inc                                                                      | CUSIP: 29250ZAX6<br>LEI: 549300I7CU6YE54FMU33 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $73439.84     | 0.00%             | 2029-02-22      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                                | Enbridge Inc                                                                                | CUSIP: 29251ZBS5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $72166.97     | 0.00%             | 2029-10-03      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                                | Enbridge Inc                                                                                | CUSIP: 29251ZBZ9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |       75000 | PA      | $58599.22     | 0.00%             | 2033-05-26      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                                | Enbridge Inc                                                                                | CUSIP: 29251ZCD7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $74770.13     | 0.00%             | 2034-08-22      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Iberdrola International BV                                                                  | Iberdrola International BV                                                                  | CUSIP: 29266MAF6<br>LEI: 549300ZMLFJKWC63XN87 | Long             | DBT              | CORP              | NL        |       25000 | PA      | $28093.53     | 0.00%             | 2036-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ENEL Finance International NV                                                               | ENEL Finance International NV                                                               | CUSIP: 29268BAC5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $110354.34    | 0.01%             | 2037-09-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                          | Energy Transfer LP                                                                          | CUSIP: 29273RAT6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      185000 | PA      | $164992.86    | 0.01%             | 2043-02-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                          | Energy Transfer LP                                                                          | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      100000 | PA      | $94411.72     | 0.00%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                          | Energy Transfer LP                                                                          | CUSIP: 29273VAZ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102107.04    | 0.00%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                          | Energy Transfer LP                                                                          | CUSIP: 29273VBH2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     3200000 | PA      | $3222995.20   | 0.15%             | 2056-02-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| ENEL Finance International NV                                                               | ENEL Finance International NV                                                               | CUSIP: 29278GAC2<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      283000 | PA      | $234656.78    | 0.01%             | 2047-05-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENEL Finance International NV                                                               | ENEL Finance International NV                                                               | CUSIP: 29278GAF5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      347000 | PA      | $340510.20    | 0.02%             | 2028-04-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENEL Finance International NV                                                               | ENEL Finance International NV                                                               | CUSIP: 29278GBD9<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      475000 | PA      | $481918.85    | 0.02%             | 2029-06-26      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                          | Energy Transfer LP                                                                          | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24636.48     | 0.00%             | 2049-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Enbridge Gas Inc                                                                            | Enbridge Gas Inc                                                                            | CUSIP: 29290ZAP5<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $65719.44     | 0.00%             | 2044-08-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Entergy Corp                                                                                | Entergy Corp                                                                                | CUSIP: 29364GAS2<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     1900000 | PA      | $1893417.83   | 0.09%             | 2056-06-15      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                                       | Entergy Louisiana LLC                                                                       | CUSIP: 29364W108<br>LEI: 0V5453U14HDZO63CGH17 | Long             | EP               | CORP              | US        |        9359 | NS      | $191578.73    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Entergy Louisiana LLC                                                                       | Entergy Louisiana LLC                                                                       | CUSIP: 29364WBH0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |      100000 | PA      | $87760.08     | 0.00%             | 2032-06-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Entergy Texas Inc                                                                           | Entergy Texas Inc                                                                           | CUSIP: 29365TAH7<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     1207000 | PA      | $1102264.65   | 0.05%             | 2039-03-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Entergy Texas Inc                                                                           | Entergy Texas Inc                                                                           | CUSIP: 29365TAP9<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |       50000 | PA      | $47279.99     | 0.00%             | 2054-09-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                                        | Entergy Arkansas LLC                                                                        | CUSIP: 29366MAA6<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |      100000 | PA      | $78395.29     | 0.00%             | 2049-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                                        | Entergy Arkansas LLC                                                                        | CUSIP: 29366MAH1<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |      204000 | PA      | $200517.23    | 0.01%             | 2036-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Entergy Mississippi LLC                                                                     | Entergy Mississippi LLC                                                                     | CUSIP: 29366WAA4<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |      316000 | PA      | $234637.68    | 0.01%             | 2049-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                           | Enterprise Products Operating LLC                                                           | CUSIP: 29379VBC6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      100000 | PA      | $92849.82     | 0.00%             | 2045-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                           | Enterprise Products Operating LLC                                                           | CUSIP: 29379VBY8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      279000 | PA      | $203444.37    | 0.01%             | 2051-01-31      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                           | Enterprise Products Operating LLC                                                           | CUSIP: 29379VCK7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      339000 | PA      | $339560.18    | 0.02%             | 2031-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                           | Enterprise Products Operating LLC                                                           | CUSIP: 29379VCL5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100880.66    | 0.00%             | 2036-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                                                 | Equinix Inc                                                                                 | CUSIP: 29444UBU9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |      100000 | PA      | $94886.63     | 0.00%             | 2032-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Equitable America Global Funding                                                            | Equitable America Global Funding                                                            | CUSIP: 29446Q2C6<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49547.75     | 0.00%             | 2027-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Equitable America Global Funding                                                            | Equitable America Global Funding                                                            | CUSIP: 29446Q2F9<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |      486000 | PA      | $481371.89    | 0.02%             | 2028-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Equinix Canada Financing Ltd                                                                | Equinix Canada Financing Ltd                                                                | CUSIP: 29447JAA6<br>LEI: 254900DGPGEREHLMKF94 | Long             | DBT              | CORP              | CA        |       50000 | PA      | $35923.36     | 0.00%             | 2032-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Equinix Asia Financing Corp Pte Ltd                                                         | Equinix Asia Financing Corp Pte Ltd                                                         | CUSIP: 29447KAA3<br>LEI: 2549002E9B0F5FQ3X427 | Long             | DBT              | CORP              | SG        |      100000 | PA      | $98189.88     | 0.00%             | 2031-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding                                                     | Equitable Financial Life Global Funding                                                     | CUSIP: 29449WAT4<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |      150000 | PA      | $150831.85    | 0.01%             | 2030-03-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings Inc                                                                      | Equitable Holdings Inc                                                                      | CUSIP: 29452E200<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EP               | CORP              | US        |       21903 | NS      | $433022.31    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitable Holdings Inc                                                                      | Equitable Holdings Inc                                                                      | CUSIP: 29452E408<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EP               | CORP              | US        |        5055 | NS      | $82497.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Utilities Inc                                                                     | Essential Utilities Inc                                                                     | CUSIP: 29670GAE2<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |       50000 | PA      | $33354.65     | 0.00%             | 2050-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                                          | Essex Portfolio LP                                                                          | CUSIP: 29717PAW7<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |      100000 | PA      | $87002.48     | 0.00%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                                    | European Investment Bank                                                                    | CUSIP: 298785JT4<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | XX        |     1871000 | PA      | $1852558.94   | 0.08%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EUSHI Finance Inc                                                                           | EUSHI Finance Inc                                                                           | CUSIP: 29882DAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      400000 | PA      | $396149.76    | 0.02%             | 2056-04-01      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Evergy Inc                                                                                  | Evergy Inc                                                                                  | CUSIP: 30034WAF3<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |      286000 | PA      | $283700.49    | 0.01%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                           | Eversource Energy                                                                           | CUSIP: 30040WAH1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |      100000 | PA      | $68731.17     | 0.00%             | 2050-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                                 | Exelon Corp                                                                                 | CUSIP: 30161NBH3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |      100000 | PA      | $75443.39     | 0.00%             | 2052-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                                 | Exelon Corp                                                                                 | CUSIP: 30161NBQ3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103414.80    | 0.00%             | 2055-03-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                                      | Extra Space Storage LP                                                                      | CUSIP: 30225VAJ6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102035.25    | 0.00%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                            | Exxon Mobil Corp                                                                            | CUSIP: 30231GBF8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |       50000 | PA      | $45129.23     | 0.00%             | 2040-03-19      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| FNB Corp/PA                                                                                 | FNB Corp/PA                                                                                 | CUSIP: 302520AD3<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | DBT              | CORP              | US        |     1155000 | PA      | $1167652.94   | 0.05%             | 2030-12-11      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| FRESB 2019-SB63 Mortgage Trust                                                              | FRESB 2019-SB63 Mortgage Trust                                                              | CUSIP: 30298BAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8152008 | PA      | $219239.28    | 0.01%             | 2039-04-25      | Variable      | 2.03%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                          | Meta Platforms Inc                                                                          | CUSIP: 30303M8L9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50467.29     | 0.00%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                          | Meta Platforms Inc                                                                          | CUSIP: 30303M8Q8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      100000 | PA      | $91937.37     | 0.00%             | 2053-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                          | Meta Platforms Inc                                                                          | CUSIP: 30303M8U9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98394.29     | 0.00%             | 2034-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                          | Meta Platforms Inc                                                                          | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      376000 | PA      | $331906.40    | 0.02%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                          | Meta Platforms Inc                                                                          | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      465000 | PA      | $432039.65    | 0.02%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                          | Meta Platforms Inc                                                                          | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |       50000 | PA      | $45495.67     | 0.00%             | 2065-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                          | Meta Platforms Inc                                                                          | CUSIP: 30303MAB8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49415.58     | 0.00%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                          | Meta Platforms Inc                                                                          | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      316000 | PA      | $312200.51    | 0.01%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                          | Meta Platforms Inc                                                                          | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      876000 | PA      | $804355.56    | 0.04%             | 2055-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FRESB 2020-SB76 Mortgage Trust                                                              | FRESB 2020-SB76 Mortgage Trust                                                              | CUSIP: 30315EAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5049572 | PA      | $113676.48    | 0.01%             | 2030-05-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| FS Luxembourg Sarl                                                                          | FS Luxembourg Sarl                                                                          | CUSIP: 30315XAD6<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |      950000 | PA      | $930953.05    | 0.04%             | 2033-06-25      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| FRESB 2020-SB77 Mortgage Trust                                                              | FRESB 2020-SB77 Mortgage Trust                                                              | CUSIP: 30316AAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    22080219 | PA      | $756101.77    | 0.03%             | 2040-06-25      | Variable      | 0.25%                 | No            |                  2 | On Loan: No      |
| F&G Global Funding                                                                          | F&G Global Funding                                                                          | CUSIP: 30321L2K7<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98719.36     | 0.00%             | 2028-09-08      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fair Isaac Corp                                                                             | Fair Isaac Corp                                                                             | CUSIP: 303250AJ3<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |     1610000 | PA      | $1584799.31   | 0.07%             | 2034-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd                                                              | Fairfax Financial Holdings Ltd                                                              | CUSIP: 303901BD3<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $74325.47     | 0.00%             | 2029-06-14      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd                                                              | Fairfax Financial Holdings Ltd                                                              | CUSIP: 303901BN1<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $104984.71    | 0.00%             | 2033-12-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Farm Credit Bank of Texas                                                                   | Farm Credit Bank of Texas                                                                   | CUSIP: 30767EAF6<br>LEI: V1EBJIOLRNYDHDF63Z33 | Long             | DBT              | USGSE             | US        |     2000000 | PA      | $2042406.00   | 0.09%             | N/A             | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Farmers Insurance Exchange                                                                  | Farmers Insurance Exchange                                                                  | CUSIP: 309601AE2<br>LEI: 549300UWG2TLX1GZVT44 | Long             | DBT              | CORP              | US        |       50000 | PA      | $41437.06     | 0.00%             | 2057-11-01      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3132DM4H5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1802771 | PA      | $1539517.16   | 0.07%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3132DMWX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2301212 | PA      | $2045752.63   | 0.09%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3132DNQ97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1151901 | PA      | $1116831.92   | 0.05%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3132DNZ48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1095582 | PA      | $1035729.01   | 0.05%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3132DQNY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     3286795 | PA      | $3105617.43   | 0.14%             | 2053-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3132DTMK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1274336 | PA      | $1299163.18   | 0.06%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3132DUA49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      886502 | PA      | $921180.40    | 0.04%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3132DUNQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2387063 | PA      | $2433572.14   | 0.11%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3132DVMA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     3190552 | PA      | $2835199.85   | 0.13%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3132DVMV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1110826 | PA      | $1164493.10   | 0.05%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3133ARQL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     5506271 | PA      | $4424708.61   | 0.20%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3133BGDZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      815988 | PA      | $772251.36    | 0.04%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3133BH2H8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1403548 | PA      | $1358867.61   | 0.06%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3133KNLB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     3031540 | PA      | $2577695.56   | 0.12%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3133KRE26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1901652 | PA      | $1896326.59   | 0.09%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3133KRE34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2962910 | PA      | $2952489.17   | 0.13%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3133KRMV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1151280 | PA      | $1176028.13   | 0.05%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                           | Fannie Mae REMICS                                                                           | CUSIP: 3136AAKC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     1479720 | PA      | $191138.99    | 0.01%             | 2042-12-25      | Floating      | 2.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                           | Fannie Mae REMICS                                                                           | CUSIP: 3136ART32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     6432969 | PA      | $614721.02    | 0.03%             | 2046-05-25      | Floating      | 2.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                           | Fannie Mae REMICS                                                                           | CUSIP: 3136ATTW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     1677318 | PA      | $172046.50    | 0.01%             | 2046-09-25      | Floating      | 2.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                           | Fannie Mae REMICS                                                                           | CUSIP: 3136B1FY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     1643807 | PA      | $191951.08    | 0.01%             | 2048-03-25      | Floating      | 2.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                           | Fannie Mae REMICS                                                                           | CUSIP: 3136B2AC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     1828626 | PA      | $209488.33    | 0.01%             | 2048-06-25      | Floating      | 2.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                           | Fannie Mae REMICS                                                                           | CUSIP: 3136B5VS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     2750161 | PA      | $290788.58    | 0.01%             | 2049-08-25      | Floating      | 2.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                           | Fannie Mae REMICS                                                                           | CUSIP: 3136B64Q3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     3940386 | PA      | $412228.57    | 0.02%             | 2049-11-25      | Floating      | 2.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                           | Fannie Mae REMICS                                                                           | CUSIP: 3136B7C66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     3891338 | PA      | $417716.03    | 0.02%             | 2049-12-25      | Floating      | 2.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                           | Fannie Mae REMICS                                                                           | CUSIP: 3136B9ZB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     2481081 | PA      | $270709.78    | 0.01%             | 2050-05-25      | Floating      | 2.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                           | Fannie Mae REMICS                                                                           | CUSIP: 3136BAML5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     1951399 | PA      | $216902.84    | 0.01%             | 2050-06-25      | Floating      | 2.31%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                                          | Freddie Mac REMICS                                                                          | CUSIP: 3137AR7B6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |     3034035 | PA      | $304994.26    | 0.01%             | 2042-05-15      | Floating      | 2.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                                          | Freddie Mac REMICS                                                                          | CUSIP: 3137B4AE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |     3251521 | PA      | $369325.62    | 0.02%             | 2043-08-15      | Floating      | 2.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                                          | Freddie Mac REMICS                                                                          | CUSIP: 3137FPCA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |     2976198 | PA      | $318902.34    | 0.01%             | 2049-10-25      | Floating      | 2.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140LNRC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      737141 | PA      | $622520.40    | 0.03%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140M7PW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     3070705 | PA      | $2501013.88   | 0.11%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140QMRB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2145970 | PA      | $1747529.07   | 0.08%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140QMRG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2925365 | PA      | $2502460.57   | 0.11%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140QMT53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     3997206 | PA      | $3432784.07   | 0.16%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140QNCA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      775875 | PA      | $623143.49    | 0.03%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140QNLN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2845072 | PA      | $2336251.06   | 0.11%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140QNS29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1472874 | PA      | $1301808.76   | 0.06%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140QP2F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2817859 | PA      | $2666808.11   | 0.12%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140QQBW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1633918 | PA      | $1584924.08   | 0.07%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140QRJT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2102867 | PA      | $2038184.03   | 0.09%             | 2053-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140QRKE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2636382 | PA      | $2693011.21   | 0.12%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140QSS77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2031602 | PA      | $2018247.30   | 0.09%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140QTG86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1412576 | PA      | $1435936.16   | 0.07%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140QVMY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1671187 | PA      | $1694693.01   | 0.08%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140W2HM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1698920 | PA      | $1762190.15   | 0.08%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140W2PR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1164434 | PA      | $1175808.19   | 0.05%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140W4UM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      986406 | PA      | $981185.73    | 0.04%             | 2056-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140W5AM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1233632 | PA      | $1190748.31   | 0.05%             | 2056-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140W5BL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1475640 | PA      | $1458440.02   | 0.07%             | 2056-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140W5P81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2359727 | PA      | $1984449.45   | 0.09%             | 2054-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140XDY67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1886320 | PA      | $1611693.91   | 0.07%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140XHA49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1989152 | PA      | $1830327.54   | 0.08%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140XHB97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1557743 | PA      | $1432580.28   | 0.07%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140XHK48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1168006 | PA      | $1135970.69   | 0.05%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140XHV38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2186110 | PA      | $2186915.91   | 0.10%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140XJ4S9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1646001 | PA      | $1336306.70   | 0.06%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140XJLU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1804875 | PA      | $1760181.21   | 0.08%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140XK3J7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     5063357 | PA      | $4073763.44   | 0.19%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140XNCR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1590631 | PA      | $1622679.17   | 0.07%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140XQ7L5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1544603 | PA      | $1591324.58   | 0.07%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140XQBV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      804885 | PA      | $834175.45    | 0.04%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140XQDP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1254484 | PA      | $1273666.68   | 0.06%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140XQND5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1226474 | PA      | $1190894.50   | 0.05%             | 2054-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140XR3G8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1474706 | PA      | $1462974.89   | 0.07%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140Y6TZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      792862 | PA      | $805955.29    | 0.04%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140Y7EH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1347447 | PA      | $1395868.75   | 0.06%             | 2055-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140Y7LC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1689929 | PA      | $1714794.53   | 0.08%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 31418EJ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      523728 | PA      | $506399.12    | 0.02%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 31418EQ86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      768199 | PA      | $760593.64    | 0.03%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 31427MMB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1110569 | PA      | $1101227.10   | 0.05%             | 2055-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 31427QFZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2197998 | PA      | $2124025.66   | 0.10%             | 2053-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 31427RWH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1532682 | PA      | $1513169.57   | 0.07%             | 2056-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                                  | FedEx Corp                                                                                  | CUSIP: 31428XDV5<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |      100000 | PA      | $86559.12     | 0.00%             | 2048-10-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3142GRLC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1371504 | PA      | $1425986.14   | 0.07%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3142GT2R6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2765716 | PA      | $2811389.12   | 0.13%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3142GTE44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1333034 | PA      | $1326752.96   | 0.06%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3142GVBQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1388533 | PA      | $1403802.85   | 0.06%             | 2055-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federation des Caisses Desjardins du Quebec                                                 | Federation des Caisses Desjardins du Quebec                                                 | CUSIP: 31430WZM9<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $153492.10    | 0.01%             | 2028-08-16      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Fedex Freight Holding Co Inc                                                                | Fedex Freight Holding Co Inc                                                                | CUSIP: 314352AA3<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |      430000 | PA      | $424819.50    | 0.02%             | 2029-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Federal Express Corp 2020-1 Pass Through Trusts                                             | Federal Express Corp 2020-1 Pass Through Trusts                                             | CUSIP: 314353AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1433684 | PA      | $1240198.14   | 0.06%             | 2035-08-20      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc                          | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc                          | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      700000 | PA      | $678257.51    | 0.03%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                                  | Fidelity National Information Services Inc                                                  | CUSIP: 31620MCD6<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49804.74     | 0.00%             | 2029-03-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                                  | Fidelity National Information Services Inc                                                  | CUSIP: 31620MCE4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |      408000 | PA      | $405819.58    | 0.02%             | 2031-03-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fiesta Purchaser Inc                                                                        | Fiesta Purchaser Inc                                                                        | CUSIP: 31659AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3240000 | PA      | $3345867.00   | 0.15%             | 2031-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Fiesta Purchaser Inc                                                                        | Fiesta Purchaser Inc                                                                        | CUSIP: 31659AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4500000 | PA      | $4653769.50   | 0.21%             | 2032-09-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                                         | Fifth Third Bancorp                                                                         | CUSIP: 316773837<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EP               | CORP              | US        |       25441 | NS      | $656632.21    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                                                                         | Fifth Third Bancorp                                                                         | CUSIP: 316773DJ6<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51312.79     | 0.00%             | 2028-10-27      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                                         | Fifth Third Bancorp                                                                         | CUSIP: 316773DP2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |      100000 | PA      | $97653.91     | 0.00%             | 2037-01-29      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| First Citizens BancShares Inc/NC                                                            | First Citizens BancShares Inc/NC                                                            | CUSIP: 31959XAF0<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |      766000 | PA      | $751970.86    | 0.03%             | 2040-03-12      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| First Citizens BancShares Inc/NC                                                            | First Citizens BancShares Inc/NC                                                            | CUSIP: 319626AA5<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |      657000 | PA      | $642361.25    | 0.03%             | 2035-09-05      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| First Horizon Corp                                                                          | First Horizon Corp                                                                          | CUSIP: 320517840<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EP               | CORP              | US        |       33400 | NS      | $836670.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Alternative Mortgage Securities Trust 2006-FA8                                | First Horizon Alternative Mortgage Securities Trust 2006-FA8                                | CUSIP: 32052DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3034485 | PA      | $1082048.96   | 0.05%             | 2037-02-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Northumbrian Water Finance PLC                                                              | Northumbrian Water Finance PLC                                                              | CUSIP: N/A<br>LEI: 213800JTFA6F3S7XX781       | Long             | DBT              | CORP              | GB        |       50000 | PA      | $66540.57     | 0.00%             | 2033-04-29      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SW Finance I PLC                                                                            | SW Finance I PLC                                                                            | CUSIP: N/A<br>LEI: 549300BHN1HB5BNG2R96       | Long             | DBT              | CORP              | GB        |       50000 | PA      | $68735.17     | 0.00%             | 2029-03-31      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| First Horizon Bank                                                                          | First Horizon Bank                                                                          | CUSIP: 337158AJ8<br>LEI: COOWI3L2W9TPYR3WJX37 | Long             | DBT              | CORP              | US        |     1016000 | PA      | $1036726.45   | 0.05%             | 2030-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                                                                | FirstEnergy Transmission LLC                                                                | CUSIP: 33767BAC3<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |      983000 | PA      | $814453.20    | 0.04%             | 2049-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                                  | Fiserv Inc                                                                                  | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      100000 | PA      | $75773.55     | 0.00%             | 2049-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                                                            | FirstEnergy Corp                                                                            | CUSIP: 337932AJ6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |      501000 | PA      | $430600.70    | 0.02%             | 2047-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                                                            | FirstEnergy Corp                                                                            | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |      100000 | PA      | $92868.53     | 0.00%             | 2030-03-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                                                            | FirstEnergy Corp                                                                            | CUSIP: 337932AM9<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |       50000 | PA      | $33393.49     | 0.00%             | 2050-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Flash Compute LLC                                                                           | Flash Compute LLC                                                                           | CUSIP: 33853QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1326091.10   | 0.06%             | 2030-12-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Flex Intermediate Holdco LLC                                                                | Flex Intermediate Holdco LLC                                                                | CUSIP: 33939HAA7<br>LEI: 549300290TQIGM30A243 | Long             | DBT              | CORP              | US        |      100000 | PA      | $91643.46     | 0.00%             | 2031-06-30      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                                    | Florida Power & Light Co                                                                    | CUSIP: 341081FL6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |      100000 | PA      | $81612.56     | 0.00%             | 2044-10-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                                    | Florida Power & Light Co                                                                    | CUSIP: 341081FU6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |      100000 | PA      | $77709.01     | 0.00%             | 2049-03-01      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                                    | Florida Power & Light Co                                                                    | CUSIP: 341081GT8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |      667000 | PA      | $683626.62    | 0.03%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                                    | Florida Power & Light Co                                                                    | CUSIP: 341081GU5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |      150000 | PA      | $154218.33    | 0.01%             | 2034-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                                    | Florida Power & Light Co                                                                    | CUSIP: 341081GY7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49455.05     | 0.00%             | 2055-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                                    | Florida Power & Light Co                                                                    | CUSIP: 341081HB6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |      289000 | PA      | $275643.89    | 0.01%             | 2066-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Flutter Treasury DAC                                                                        | Flutter Treasury DAC                                                                        | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |     1175000 | PA      | $1170605.50   | 0.05%             | 2031-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Focus Financial Partners LLC                                                                | Focus Financial Partners LLC                                                                | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |     3320000 | PA      | $3377584.47   | 0.15%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ford Credit Canada Co Cie Credit Ford Du Canada                                             | Ford Credit Canada Co Cie Credit Ford Du Canada                                             | CUSIP: 34527ADD9<br>LEI: 2549003B8W74KJLQJA63 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $74343.14     | 0.00%             | 2028-09-11      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Ford Foundation/The                                                                         | Ford Foundation/The                                                                         | CUSIP: 34531XAC8<br>LEI: 54930013YZ3DULPNNT44 | Long             | DBT              | CORP              | US        |      840000 | PA      | $465494.55    | 0.02%             | 2070-06-01      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co                                                                               | Ford Motor Co                                                                               | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |      252000 | PA      | $194633.39    | 0.01%             | 2043-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co                                                                               | Ford Motor Co                                                                               | CUSIP: 345370CS7<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |       50000 | PA      | $40213.35     | 0.00%             | 2046-12-08      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                                    | Ford Motor Credit Co LLC                                                                    | CUSIP: 345397A45<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      300000 | PA      | $298825.52    | 0.01%             | 2027-01-09      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                                    | Ford Motor Credit Co LLC                                                                    | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      965000 | PA      | $906439.53    | 0.04%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                                    | Ford Motor Credit Co LLC                                                                    | CUSIP: 345397B93<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      200000 | PA      | $187844.90    | 0.01%             | 2029-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                                    | Ford Motor Credit Co LLC                                                                    | CUSIP: 345397G31<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      640000 | PA      | $649218.98    | 0.03%             | 2031-11-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                                    | Ford Motor Credit Co LLC                                                                    | CUSIP: 345397J20<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      797000 | PA      | $790269.40    | 0.04%             | 2029-04-06      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                                    | Ford Motor Credit Co LLC                                                                    | CUSIP: 345397J61<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      311000 | PA      | $308301.73    | 0.01%             | 2031-04-09      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| FortisAlberta Inc                                                                           | FortisAlberta Inc                                                                           | CUSIP: 34957ZAU8<br>LEI: 894500VE5Y2XM4IV7V75 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $67738.06     | 0.00%             | 2045-09-22      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| FTAI Aviation Investors LLC                                                                 | FTAI Aviation Investors LLC                                                                 | CUSIP: 34960PAF8<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     1925000 | PA      | $1992224.85   | 0.09%             | 2031-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FTAI Aviation Investors LLC                                                                 | FTAI Aviation Investors LLC                                                                 | CUSIP: 34960PAG6<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |      875000 | PA      | $903207.38    | 0.04%             | 2032-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fortress Intermediate 3 Inc                                                                 | Fortress Intermediate 3 Inc                                                                 | CUSIP: 34966MAA0<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | DBT              | CORP              | US        |     1150000 | PA      | $1161480.45   | 0.05%             | 2031-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                                       | Foundry JV Holdco LLC                                                                       | CUSIP: 350930AC7<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |      669000 | PA      | $703821.54    | 0.03%             | 2032-01-25      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                                       | Foundry JV Holdco LLC                                                                       | CUSIP: 350930AE3<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |      725000 | PA      | $774368.56    | 0.04%             | 2038-01-25      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                                       | Foundry JV Holdco LLC                                                                       | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |      200000 | PA      | $205176.93    | 0.01%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                                       | Foundry JV Holdco LLC                                                                       | CUSIP: 350930AK9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |      400000 | PA      | $424514.21    | 0.02%             | 2039-01-25      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Fox Corp                                                                                    | Fox Corp                                                                                    | CUSIP: 35137LAK1<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |      526000 | PA      | $485920.68    | 0.02%             | 2049-01-25      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Fox Corp                                                                                    | Fox Corp                                                                                    | CUSIP: 35137LAN5<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |      100000 | PA      | $107388.93    | 0.00%             | 2033-10-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                               | Freedom Mortgage Holdings LLC                                                               | CUSIP: 35641AAD0<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $974911.40    | 0.04%             | 2033-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                                        | Freeport-McMoRan Inc                                                                        | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |       50000 | PA      | $47731.88     | 0.00%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fresenius Medical Care US Finance III Inc                                                   | Fresenius Medical Care US Finance III Inc                                                   | CUSIP: 35805BAA6<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | US        |      150000 | PA      | $145261.56    | 0.01%             | 2029-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Froneri Lux FinCo SARL                                                                      | Froneri Lux FinCo SARL                                                                      | CUSIP: 35901MAA5<br>LEI: 9845005YBZ75E5AA3B94 | Long             | DBT              | CORP              | LU        |      725000 | PA      | $717047.19    | 0.03%             | 2032-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                                   | GATX Corp                                                                                   | CUSIP: 361448BM4<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |      100000 | PA      | $105656.90    | 0.00%             | 2034-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| GB AIT Buyer Inc                                                                            | GB AIT Buyer Inc                                                                            | CUSIP: 36147AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1650000 | PA      | $1659764.70   | 0.08%             | 2034-04-30      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| GE Capital Funding LLC                                                                      | GE Capital Funding LLC                                                                      | CUSIP: 36166NAK9<br>LEI: 549300XAGH9TOLX5XM67 | Long             | DBT              | CORP              | US        |      200000 | PA      | $199448.39    | 0.01%             | 2032-05-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179TXW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2071831 | PA      | $2031467.78   | 0.09%             | 2048-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179UPA4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1588555 | PA      | $1509939.94   | 0.07%             | 2049-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179V4U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1161164 | PA      | $955766.14    | 0.04%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179VHU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      532248 | PA      | $505505.74    | 0.02%             | 2050-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179W5F1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      980884 | PA      | $954455.56    | 0.04%             | 2052-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179WDR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1846245 | PA      | $1583149.21   | 0.07%             | 2051-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179WFF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      995926 | PA      | $819757.09    | 0.04%             | 2051-05-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179WJQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1624325 | PA      | $1336999.40   | 0.06%             | 2051-07-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179WJR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      363226 | PA      | $311280.65    | 0.01%             | 2051-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179WNE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1804943 | PA      | $1547705.00   | 0.07%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179WNF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      815622 | PA      | $727167.50    | 0.03%             | 2051-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179X2K1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1626821 | PA      | $1623224.80   | 0.07%             | 2053-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179X5H5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1358755 | PA      | $1378836.34   | 0.06%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179XFH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      467851 | PA      | $454691.42    | 0.02%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179XHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1023066 | PA      | $964871.77    | 0.04%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179XNF9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1086527 | PA      | $1083548.01   | 0.05%             | 2052-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179XQW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2225758 | PA      | $2219523.87   | 0.10%             | 2053-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179XTC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      898982 | PA      | $895933.88    | 0.04%             | 2053-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179XVT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      778634 | PA      | $790598.22    | 0.04%             | 2053-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179YDJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2467087 | PA      | $2456293.58   | 0.11%             | 2053-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179YDK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1145538 | PA      | $1161011.05   | 0.05%             | 2053-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179YFK5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1358655 | PA      | $1352309.68   | 0.06%             | 2053-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179YHR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1385700 | PA      | $1379229.25   | 0.06%             | 2053-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179YU51<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2498922 | PA      | $2484533.24   | 0.11%             | 2054-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179YU69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2199149 | PA      | $2224766.97   | 0.10%             | 2054-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP / GLP Financing II Inc                                                       | GLP Capital LP / GLP Financing II Inc                                                       | CUSIP: 361841AT6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $49756.90     | 0.00%             | 2034-09-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 3618N5A25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     3255560 | PA      | $3149255.46   | 0.14%             | 2054-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GXO Logistics Inc                                                                           | GXO Logistics Inc                                                                           | CUSIP: 36262GAF8<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |      444000 | PA      | $460875.87    | 0.02%             | 2029-05-06      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Haleon US Capital LLC                                                                       | Haleon US Capital LLC                                                                       | CUSIP: 36264FAN1<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |      775000 | PA      | $592577.43    | 0.03%             | 2052-03-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                              | GE HealthCare Technologies Inc                                                              | CUSIP: 36266GAC1<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50727.51     | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                              | GE HealthCare Technologies Inc                                                              | CUSIP: 36267VAF0<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |     1255000 | PA      | $1277714.91   | 0.06%             | 2027-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2024-1                                   | GM Financial Consumer Automobile Receivables Trust 2024-1                                   | CUSIP: 36268GAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1111876 | PA      | $1116290.23   | 0.05%             | 2028-12-18      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Gabx Leasing LLC                                                                            | Gabx Leasing LLC                                                                            | CUSIP: 36274FAA7<br>LEI: 25490085PXP0WGRIRI44 | Long             | DBT              | CORP              | US        |      359000 | PA      | $354386.84    | 0.02%             | 2031-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| GSMS Trust 2026-DAWN                                                                        | GSMS Trust 2026-DAWN                                                                        | CUSIP: 36274LAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      180000 | PA      | $179585.51    | 0.01%             | 2043-04-10      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Neogen Food Safety Corp                                                                     | Neogen Food Safety Corp                                                                     | CUSIP: 365417AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      885000 | PA      | $930425.28    | 0.04%             | 2030-07-20      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Gartner Inc                                                                                 | Gartner Inc                                                                                 | CUSIP: 366651AJ6<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |       50000 | PA      | $48675.34     | 0.00%             | 2031-03-20      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GE Vernova Inc                                                                              | GE Vernova Inc                                                                              | CUSIP: 36828AAB7<br>LEI: 254900DP080RU6OK2553 | Long             | DBT              | CORP              | US        |      319000 | PA      | $315545.71    | 0.01%             | 2036-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GE Vernova Inc                                                                              | GE Vernova Inc                                                                              | CUSIP: 36828AAC5<br>LEI: 254900DP080RU6OK2553 | Long             | DBT              | CORP              | US        |      466000 | PA      | $447037.50    | 0.02%             | 2056-02-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                                                                       | General Dynamics Corp                                                                       | CUSIP: 369550BJ6<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |       25000 | PA      | $20937.97     | 0.00%             | 2050-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| General Electric Co                                                                         | General Electric Co                                                                         | CUSIP: 369604CA9<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |        7000 | PA      | $6980.68      | 0.00%             | 2036-01-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                                           | General Mills Inc                                                                           | CUSIP: 370334CG7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99467.48     | 0.00%             | 2028-04-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                           | General Motors Co                                                                           | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99162.23     | 0.00%             | 2043-10-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                           | General Motors Co                                                                           | CUSIP: 37045VAK6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |       50000 | PA      | $53519.27     | 0.00%             | 2036-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                             | General Motors Financial Co Inc                                                             | CUSIP: 37045XDS2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      290000 | PA      | $262343.64    | 0.01%             | 2032-01-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                             | General Motors Financial Co Inc                                                             | CUSIP: 37045XED4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      100000 | PA      | $106488.37    | 0.00%             | 2033-01-09      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                             | General Motors Financial Co Inc                                                             | CUSIP: 37045XEH5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      200000 | PA      | $204840.94    | 0.01%             | 2028-06-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                             | General Motors Financial Co Inc                                                             | CUSIP: 37045XEP7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |       25000 | PA      | $26101.89     | 0.00%             | 2034-01-07      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                             | General Motors Financial Co Inc                                                             | CUSIP: 37045XEY8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     1498000 | PA      | $1540557.00   | 0.07%             | 2031-06-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                             | General Motors Financial Co Inc                                                             | CUSIP: 37045XFC5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      416000 | PA      | $427088.14    | 0.02%             | 2035-01-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| General Motors Financial of Canada Ltd                                                      | General Motors Financial of Canada Ltd                                                      | CUSIP: 37045YAK0<br>LEI: 5493001CSMJPUBB7NS44 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $75546.80     | 0.00%             | 2028-02-09      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Genesis Energy LP / Genesis Energy Finance Corp                                             | Genesis Energy LP / Genesis Energy Finance Corp                                             | CUSIP: 37185LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1375000 | PA      | $1447518.88   | 0.07%             | 2033-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Genesis Energy LP / Genesis Energy Finance Corp                                             | Genesis Energy LP / Genesis Energy Finance Corp                                             | CUSIP: 37185LAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2025000 | PA      | $2039618.48   | 0.09%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                                                         | Georgia-Pacific LLC                                                                         | CUSIP: 37331NAK7<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |      100000 | PA      | $91998.59     | 0.00%             | 2030-04-30      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                                                         | Georgia-Pacific LLC                                                                         | CUSIP: 37331NAR2<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |      236000 | PA      | $236221.79    | 0.01%             | 2028-06-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                            | Georgia Power Co                                                                            | CUSIP: 373334KP5<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |      811000 | PA      | $544131.47    | 0.02%             | 2051-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ghana Government International Bond                                                         | Ghana Government International Bond                                                         | CUSIP: 374422AM5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     2121875 | PA      | $2074955.21   | 0.09%             | 2029-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Ghana Government International Bond                                                         | Ghana Government International Bond                                                         | CUSIP: 374422AN3<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     1616990 | PA      | $1424193.44   | 0.07%             | 2030-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Gibson Energy Inc                                                                           | Gibson Energy Inc                                                                           | CUSIP: 374825AM9<br>LEI: 549300WYW5D9I3FR0643 | Long             | DBT              | CORP              | CA        |       50000 | PA      | $36915.01     | 0.00%             | 2032-08-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                                         | Gilead Sciences Inc                                                                         | CUSIP: 375558BK8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      150000 | PA      | $121047.42    | 0.01%             | 2047-03-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                                         | Gilead Sciences Inc                                                                         | CUSIP: 375558BZ5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103501.91    | 0.00%             | 2033-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                                         | Gilead Sciences Inc                                                                         | CUSIP: 375558CB7<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      545000 | PA      | $554116.73    | 0.03%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                                         | Gilead Sciences Inc                                                                         | CUSIP: 375558CC5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      362000 | PA      | $365109.72    | 0.02%             | 2035-06-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Gildan Activewear Inc                                                                       | Gildan Activewear Inc                                                                       | CUSIP: 375916AF0<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |       50000 | PA      | $49497.47     | 0.00%             | 2030-10-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Magnera Corp                                                                                | Magnera Corp                                                                                | CUSIP: 377320AA4<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |      800000 | PA      | $732759.44    | 0.03%             | 2029-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital Inc                                                                 | GlaxoSmithKline Capital Inc                                                                 | CUSIP: 377372AN7<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99445.50     | 0.00%             | 2028-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital Inc                                                                 | GlaxoSmithKline Capital Inc                                                                 | CUSIP: 377372AP2<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |      475000 | PA      | $477590.15    | 0.02%             | 2030-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                        | Glencore Funding LLC                                                                        | CUSIP: 378272AN8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99798.90     | 0.00%             | 2027-03-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                        | Glencore Funding LLC                                                                        | CUSIP: 378272BC1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      100000 | PA      | $72902.74     | 0.00%             | 2051-04-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                                         | Global Payments Inc                                                                         | CUSIP: 37940XAH5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      100000 | PA      | $87982.53     | 0.00%             | 2031-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                                         | Global Payments Inc                                                                         | CUSIP: 37940XAV4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99214.83     | 0.00%             | 2028-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                                         | Global Payments Inc                                                                         | CUSIP: 37940XAW2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49141.45     | 0.00%             | 2030-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                                         | Global Payments Inc                                                                         | CUSIP: 37940XAX0<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      489000 | PA      | $477724.10    | 0.02%             | 2032-11-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                                         | Global Payments Inc                                                                         | CUSIP: 37940XAY8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      613000 | PA      | $591214.30    | 0.03%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Globe Life Inc                                                                              | Globe Life Inc                                                                              | CUSIP: 37959E300<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EP               | CORP              | US        |       35328 | NS      | $564541.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Atlantic Fin Co                                                                      | Global Atlantic Fin Co                                                                      | CUSIP: 37959GAA5<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |      150000 | PA      | $145496.65    | 0.01%             | 2029-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Global Medical Response Inc                                                                 | Global Medical Response Inc                                                                 | CUSIP: 37960BAD7<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |     3580000 | PA      | $3731935.20   | 0.17%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Goat Holdco LLC                                                                             | Goat Holdco LLC                                                                             | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2535000 | PA      | $2597761.53   | 0.12%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| goeasy Ltd                                                                                  | goeasy Ltd                                                                                  | CUSIP: 380355AM9<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |      850000 | PA      | $717792.67    | 0.03%             | 2030-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Golar LNG Ltd                                                                               | Golar LNG Ltd                                                                               | CUSIP: 38046YAE1<br>LEI: 213800C2VSFZG3EZLO34 | Long             | DBT              | CORP              | BM        |     1475000 | PA      | $1511416.28   | 0.07%             | 2030-10-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                                 | Goldman Sachs Group Inc/The                                                                 | CUSIP: 38141GA53<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      100000 | PA      | $108650.15    | 0.00%             | 2034-10-24      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                                 | Goldman Sachs Group Inc/The                                                                 | CUSIP: 38141GA79<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1776641.10   | 0.08%             | N/A             | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                                 | Goldman Sachs Group Inc/The                                                                 | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102989.01    | 0.00%             | 2030-04-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                                 | Goldman Sachs Group Inc/The                                                                 | CUSIP: 38141GA95<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103874.78    | 0.00%             | 2035-04-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                                 | Goldman Sachs Group Inc/The                                                                 | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100374.64    | 0.00%             | 2035-07-23      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                                 | Goldman Sachs Group Inc/The                                                                 | CUSIP: 38141GB86<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96243.04     | 0.00%             | 2045-11-19      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                                 | Goldman Sachs Group Inc/The                                                                 | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     2800000 | PA      | $2884618.80   | 0.13%             | N/A             | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                                 | Goldman Sachs Group Inc/The                                                                 | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101603.69    | 0.00%             | 2031-01-28      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                                 | Goldman Sachs Group Inc/The                                                                 | CUSIP: 38141GD35<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      693000 | PA      | $679831.02    | 0.03%             | 2031-10-21      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                                 | Goldman Sachs Group Inc/The                                                                 | CUSIP: 38141GD43<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      100000 | PA      | $97002.85     | 0.00%             | 2036-10-21      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                                 | Goldman Sachs Group Inc/The                                                                 | CUSIP: 38141GF25<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      523000 | PA      | $521767.22    | 0.02%             | 2034-04-20      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                                 | Goldman Sachs Group Inc/The                                                                 | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     2011000 | PA      | $2184005.93   | 0.10%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                                 | Goldman Sachs Group Inc/The                                                                 | CUSIP: 38141GYC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      682000 | PA      | $510148.48    | 0.02%             | 2042-04-22      | Variable      | 3.21%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                                 | Goldman Sachs Group Inc/The                                                                 | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      702000 | PA      | $621607.30    | 0.03%             | 2032-07-21      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                                 | Goldman Sachs Group Inc/The                                                                 | CUSIP: 38143YAC7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       50000 | PA      | $53298.28     | 0.00%             | 2036-05-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                                 | Goldman Sachs Group Inc/The                                                                 | CUSIP: 38145GAP5<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1503000 | PA      | $1491690.33   | 0.07%             | 2029-01-21      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                                 | Goldman Sachs Group Inc/The                                                                 | CUSIP: 38145GAT7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      392000 | PA      | $374848.70    | 0.02%             | 2047-01-21      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                                 | Goldman Sachs Group Inc/The                                                                 | CUSIP: 38148LAF3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      100000 | PA      | $90773.36     | 0.00%             | 2045-05-22      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                                 | Goldman Sachs Group Inc/The                                                                 | CUSIP: 38148YAA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      100000 | PA      | $87486.24     | 0.00%             | 2038-10-31      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Private Credit Corp                                                           | Goldman Sachs Private Credit Corp                                                           | CUSIP: 38152BAJ0<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98804.08     | 0.00%             | 2028-02-23      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Goodman US Finance Six LLC                                                                  | Goodman US Finance Six LLC                                                                  | CUSIP: 38239EAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      272000 | PA      | $269236.47    | 0.01%             | 2034-10-07      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Goodman US Finance Eight LLC                                                                | Goodman US Finance Eight LLC                                                                | CUSIP: 38239MAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      681000 | PA      | $662669.88    | 0.03%             | 2046-04-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                  | Ginnie Mae                                                                                  | CUSIP: 38380UHT3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |     4295581 | PA      | $466560.22    | 0.02%             | 2046-11-20      | Floating      | 2.32%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                  | Ginnie Mae                                                                                  | CUSIP: 38382HGZ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |     6987915 | PA      | $758120.34    | 0.03%             | 2046-04-20      | Floating      | 2.27%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                  | Ginnie Mae                                                                                  | CUSIP: 38382JA89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |     1801517 | PA      | $251282.60    | 0.01%             | 2050-09-20      | Floating      | 2.61%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                  | Ginnie Mae                                                                                  | CUSIP: 38382LBY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |     2064089 | PA      | $349423.57    | 0.02%             | 2050-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                  | Ginnie Mae                                                                                  | CUSIP: 38382LNV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |     6943310 | PA      | $1011057.07   | 0.05%             | 2050-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                  | Ginnie Mae                                                                                  | CUSIP: 38382LXJ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |     2177823 | PA      | $366529.50    | 0.02%             | 2050-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                  | Ginnie Mae                                                                                  | CUSIP: 38382MHT9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |     2498265 | PA      | $390798.64    | 0.02%             | 2050-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                  | Ginnie Mae                                                                                  | CUSIP: 38382RJ66<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |     1558729 | PA      | $212353.94    | 0.01%             | 2051-04-20      | Floating      | 2.71%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                  | Ginnie Mae                                                                                  | CUSIP: 38382WR58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |     2762556 | PA      | $340823.41    | 0.02%             | 2051-08-20      | Floating      | 2.52%                 | No            |                  2 | On Loan: No      |
| Grace Trust 2020-GRCE                                                                       | Grace Trust 2020-GRCE                                                                       | CUSIP: 38406JAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1072000 | PA      | $957299.54    | 0.04%             | 2040-12-10      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Granite REIT Holdings LP                                                                    | Granite REIT Holdings LP                                                                    | CUSIP: 387427AH0<br>LEI: 549300U7OUNKR0J06L17 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $73375.79     | 0.00%             | 2027-06-04      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Gray Oak Pipeline LLC                                                                       | Gray Oak Pipeline LLC                                                                       | CUSIP: 38937LAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      825000 | PA      | $809398.98    | 0.04%             | 2027-10-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Great-West Lifeco Inc                                                                       | Great-West Lifeco Inc                                                                       | CUSIP: 39138CAK2<br>LEI: 549300X81X4VZEESFU46 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $70742.44     | 0.00%             | 2030-05-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Greater Toronto Airports Authority                                                          | Greater Toronto Airports Authority                                                          | CUSIP: 39191ZBD0<br>LEI: 254900S2XROLM5WUR914 | Long             | DBT              | CORP              | CA        |       50000 | PA      | $29829.57     | 0.00%             | 2039-10-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Greenpoint Manufactured Housing                                                             | Greenpoint Manufactured Housing                                                             | CUSIP: 395383AG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      943740 | PA      | $938226.20    | 0.04%             | 2029-12-15      | Variable      | 9.23%                 | No            |                  2 | On Loan: No      |
| Grifols SA                                                                                  | Grifols SA                                                                                  | CUSIP: 39843UAA0<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |      875000 | PA      | $862736.35    | 0.04%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Grupo Nutresa SA                                                                            | Grupo Nutresa SA                                                                            | CUSIP: 40052JAA9<br>LEI: 254900KKAX7B7RJUE255 | Long             | DBT              | CORP              | CO        |     1575000 | PA      | $1571062.50   | 0.07%             | N/A             | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| Grupo Nutresa SA                                                                            | Grupo Nutresa SA                                                                            | CUSIP: 40055CAA1<br>LEI: 254900KKAX7B7RJUE255 | Long             | DBT              | CORP              | CO        |     1750000 | PA      | $1845830.60   | 0.08%             | 2030-05-12      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Guardian Life Insurance Co of America/The                                                   | Guardian Life Insurance Co of America/The                                                   | CUSIP: 401378AB0<br>LEI: N1YIDVMMKBHFYCCAIX69 | Long             | DBT              | CORP              | US        |       50000 | PA      | $41733.78     | 0.00%             | 2064-06-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HF Sinclair Corp                                                                            | HF Sinclair Corp                                                                            | CUSIP: 403949AQ3<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |      442000 | PA      | $440996.89    | 0.02%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HF Sinclair Corp                                                                            | HF Sinclair Corp                                                                            | CUSIP: 403949AT7<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50596.80     | 0.00%             | 2032-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                                     | HCA Inc                                                                                     | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99999.33     | 0.00%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                                     | HCA Inc                                                                                     | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      606000 | PA      | $576191.69    | 0.03%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                                     | HCA Inc                                                                                     | CUSIP: 404119CB3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      736000 | PA      | $484662.01    | 0.02%             | 2051-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                                     | HCA Inc                                                                                     | CUSIP: 404119CJ6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      288000 | PA      | $279103.50    | 0.01%             | 2029-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                                     | HCA Inc                                                                                     | CUSIP: 404119CL1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      918000 | PA      | $730158.03    | 0.03%             | 2052-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                                     | HCA Inc                                                                                     | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      439000 | PA      | $450714.16    | 0.02%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                                     | HCA Inc                                                                                     | CUSIP: 404119CW7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       50000 | PA      | $48370.71     | 0.00%             | 2064-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                                     | HCA Inc                                                                                     | CUSIP: 404119DA4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      506000 | PA      | $518526.90    | 0.02%             | 2032-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                                     | HCA Inc                                                                                     | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102951.15    | 0.00%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                                           | Healthpeak OP LLC                                                                           | CUSIP: 40414LAR0<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96592.93     | 0.00%             | 2029-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                           | HSBC Holdings PLC                                                                           | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $195867.44    | 0.01%             | 2030-05-22      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                           | HSBC Holdings PLC                                                                           | CUSIP: 404280DW6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     1081000 | PA      | $1144653.07   | 0.05%             | 2044-03-09      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                           | HSBC Holdings PLC                                                                           | CUSIP: 404280DX4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $212279.60    | 0.01%             | 2034-06-20      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                           | HSBC Holdings PLC                                                                           | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $202240.55    | 0.01%             | 2028-05-17      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                           | HSBC Holdings PLC                                                                           | CUSIP: 404280EG0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      710000 | PA      | $735536.80    | 0.03%             | 2032-05-17      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                           | HSBC Holdings PLC                                                                           | CUSIP: 404280FB0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      575000 | PA      | $577431.24    | 0.03%             | 2036-09-10      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                           | HSBC Holdings PLC                                                                           | CUSIP: 404280FE4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      604000 | PA      | $598356.68    | 0.03%             | 2031-11-06      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                           | HSBC Holdings PLC                                                                           | CUSIP: 404280FJ3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $204079.00    | 0.01%             | N/A             | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                           | HSBC Holdings PLC                                                                           | CUSIP: 404280FM6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      695000 | PA      | $685457.18    | 0.03%             | 2037-03-10      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                                                      | HP Inc                                                                                      | CUSIP: 40434LAN5<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101841.10    | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| HTA Group Ltd/Mauritius                                                                     | HTA Group Ltd/Mauritius                                                                     | CUSIP: 40435WAD2<br>LEI: 213800WEFU8O8X6EPU13 | Long             | DBT              | CORP              | MU        |     3025000 | PA      | $3071357.70   | 0.14%             | 2031-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Hackensack Meridian Health Inc                                                              | Hackensack Meridian Health Inc                                                              | CUSIP: 404530AD9<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |       50000 | PA      | $31521.44     | 0.00%             | 2050-09-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                                                              | Halliburton Co                                                                              | CUSIP: 406216BJ9<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |      100000 | PA      | $97830.31     | 0.00%             | 2035-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HA Sustainable Infrastructure Capital Inc                                                   | HA Sustainable Infrastructure Capital Inc                                                   | CUSIP: 41068XAF7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51206.04     | 0.00%             | 2034-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                                   | L3Harris Technologies Inc                                                                   | CUSIP: 413875AT2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |      100000 | PA      | $92333.76     | 0.00%             | 2045-04-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Harvest Commercial Capital Loan Trust 2019-1                                                | Harvest Commercial Capital Loan Trust 2019-1                                                | CUSIP: 41753CAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $1946265.40   | 0.09%             | 2046-09-25      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| Harvest Commercial Capital Loan Trust 2020-1                                                | Harvest Commercial Capital Loan Trust 2020-1                                                | CUSIP: 41754FAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      270000 | PA      | $264847.21    | 0.01%             | 2052-04-25      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| Harvest Midstream I LP                                                                      | Harvest Midstream I LP                                                                      | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |     1175000 | PA      | $1223351.25   | 0.06%             | 2032-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Harvest Commercial Capital Loan Trust 2024-1                                                | Harvest Commercial Capital Loan Trust 2024-1                                                | CUSIP: 417927AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1595642 | PA      | $1623115.22   | 0.07%             | 2056-10-25      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| HAT Holdings I LLC / HAT Holdings II LLC                                                    | HAT Holdings I LLC / HAT Holdings II LLC                                                    | CUSIP: 418751AD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2675000 | PA      | $2474654.27   | 0.11%             | 2030-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| Health Care Service Corp A Mutual Legal Reserve Co                                          | Health Care Service Corp A Mutual Legal Reserve Co                                          | CUSIP: 42218SAL2<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100048.98    | 0.00%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Helmerich & Payne Inc                                                                       | Helmerich & Payne Inc                                                                       | CUSIP: 423452AM3<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99917.19     | 0.00%             | 2029-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| Herc Holdings Inc                                                                           | Herc Holdings Inc                                                                           | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      425000 | PA      | $442158.53    | 0.02%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Herc Holdings Inc                                                                           | Herc Holdings Inc                                                                           | CUSIP: 42704LAK0<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     3075000 | PA      | $3048909.86   | 0.14%             | 2034-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                               | Hewlett Packard Enterprise Co                                                               | CUSIP: 42824CBP3<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101467.44    | 0.00%             | 2028-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                               | Hewlett Packard Enterprise Co                                                               | CUSIP: 42824CBW8<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |       50000 | PA      | $45167.20     | 0.00%             | 2054-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                               | Hewlett Packard Enterprise Co                                                               | CUSIP: 42824CCD9<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |      386000 | PA      | $386216.24    | 0.02%             | 2029-03-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                               | Hewlett Packard Enterprise Co                                                               | CUSIP: 42824CCE7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |      527000 | PA      | $528693.98    | 0.02%             | 2033-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| High Ridge Brands - Escrow                                                                  | High Ridge Brands - Escrow                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    15607000 | PA      | $0.00         | 0.00%             | 2025-03-15      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Highwoods Realty LP                                                                         | Highwoods Realty LP                                                                         | CUSIP: 431282AU6<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |       50000 | PA      | $55783.32     | 0.00%             | 2034-02-01      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP / Hilcorp Finance Co                                                    | Hilcorp Energy I LP / Hilcorp Finance Co                                                    | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1900000 | PA      | $1887542.84   | 0.09%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP / Hilcorp Finance Co                                                    | Hilcorp Energy I LP / Hilcorp Finance Co                                                    | CUSIP: 431318BE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      775000 | PA      | $778849.43    | 0.04%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP / Hilcorp Finance Co                                                    | Hilcorp Energy I LP / Hilcorp Finance Co                                                    | CUSIP: 431318BG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2549726.55   | 0.12%             | 2035-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc                   | Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc                   | CUSIP: 43283QAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1425000 | PA      | $1441541.40   | 0.07%             | 2032-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Amrize Finance US LLC                                                                       | Amrize Finance US LLC                                                                       | CUSIP: 43475RAU0<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |       50000 | PA      | $56704.85     | 0.00%             | 2036-07-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                                          | Home Depot Inc/The                                                                          | CUSIP: 437076BX9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      100000 | PA      | $83991.70     | 0.00%             | 2048-12-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                                          | Home Depot Inc/The                                                                          | CUSIP: 437076CD2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      200000 | PA      | $137976.78    | 0.01%             | 2050-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                                          | Home Depot Inc/The                                                                          | CUSIP: 437076CW0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      396000 | PA      | $403438.37    | 0.02%             | 2029-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                                          | Home Depot Inc/The                                                                          | CUSIP: 437076DC3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50774.21     | 0.00%             | 2029-06-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                                          | Home Depot Inc/The                                                                          | CUSIP: 437076DE9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100614.00    | 0.00%             | 2034-06-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Honda Canada Finance Inc                                                                    | Honda Canada Finance Inc                                                                    | CUSIP: 438121BD6<br>LEI: 549300K5H14MP7CO9857 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $75032.94     | 0.00%             | 2027-09-23      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Honda Canada Finance Inc                                                                    | Honda Canada Finance Inc                                                                    | CUSIP: 438121BN4<br>LEI: 549300K5H14MP7CO9857 | Long             | DBT              | CORP              | CA        |       50000 | PA      | $36056.24     | 0.00%             | 2031-02-25      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Honeywell Aerospace Inc                                                                     | Honeywell Aerospace Inc                                                                     | CUSIP: 43849RAC9<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98936.67     | 0.00%             | 2029-03-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Honeywell Aerospace Inc                                                                     | Honeywell Aerospace Inc                                                                     | CUSIP: 43849RAG0<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |      651000 | PA      | $643610.87    | 0.03%             | 2036-03-16      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Honeywell Aerospace Inc                                                                     | Honeywell Aerospace Inc                                                                     | CUSIP: 43849RAJ4<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |      697000 | PA      | $685530.88    | 0.03%             | 2056-03-16      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                                 | Honeywell International Inc                                                                 | CUSIP: 438516BZ8<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |      100000 | PA      | $90729.53     | 0.00%             | 2030-06-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                                 | Honeywell International Inc                                                                 | CUSIP: 438516CM6<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98207.30     | 0.00%             | 2034-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hormel Foods Corp                                                                           | Hormel Foods Corp                                                                           | CUSIP: 440452AH3<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |      100000 | PA      | $94945.50     | 0.00%             | 2028-06-03      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Hormel Foods Corp                                                                           | Hormel Foods Corp                                                                           | CUSIP: 440452AK6<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |      618000 | PA      | $622169.83    | 0.03%             | 2027-03-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| Host Hotels & Resorts LP                                                                    | Host Hotels & Resorts LP                                                                    | CUSIP: 44107TBC9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25073.48     | 0.00%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Houston Galleria Mall Trust 2025-HGLR                                                       | Houston Galleria Mall Trust 2025-HGLR                                                       | CUSIP: 44216XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      364000 | PA      | $372329.59    | 0.02%             | 2045-02-05      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC               | Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC               | CUSIP: 44287DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     2225000 | PA      | $2125314.44   | 0.10%             | 2032-02-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC               | Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC               | CUSIP: 44287GAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     1975000 | PA      | $1988185.10   | 0.09%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc                                                                        | Howmet Aerospace Inc                                                                        | CUSIP: 443201AD0<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49170.20     | 0.00%             | 2032-11-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd                                                                       | HUB International Ltd                                                                       | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |      810000 | PA      | $829740.51    | 0.04%             | 2032-01-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                                  | Humana Inc                                                                                  | CUSIP: 444859BK7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |      100000 | PA      | $95564.58     | 0.00%             | 2029-08-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                                  | Humana Inc                                                                                  | CUSIP: 444859BN1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |      512000 | PA      | $512038.71    | 0.02%             | 2030-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                                  | Humana Inc                                                                                  | CUSIP: 444859BV3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |      574000 | PA      | $588785.07    | 0.03%             | 2033-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                                  | Humana Inc                                                                                  | CUSIP: 444859CB6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |       50000 | PA      | $45189.93     | 0.00%             | 2054-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                                  | Humana Inc                                                                                  | CUSIP: 444859CD2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49681.09     | 0.00%             | 2035-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                                | Huntington Bancshares Inc/OH                                                                | CUSIP: 446150AT1<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1010791.00   | 0.05%             | N/A             | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                                | Huntington Bancshares Inc/OH                                                                | CUSIP: 446150AV6<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     1230000 | PA      | $1210598.23   | 0.06%             | N/A             | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                                | Huntington Bancshares Inc/OH                                                                | CUSIP: 446150BG8<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     3200000 | PA      | $3204592.00   | 0.15%             | N/A             | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                                | Huntington Bancshares Inc/OH                                                                | CUSIP: 446150BL7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |      629000 | PA      | $614649.87    | 0.03%             | 2041-01-28      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Huntington National Bank/The                                                                | Huntington National Bank/The                                                                | CUSIP: 44644MAF8<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |      250000 | PA      | $249888.45    | 0.01%             | 2028-05-17      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Huntsman International LLC                                                                  | Huntsman International LLC                                                                  | CUSIP: 44701QBG6<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |     1220000 | PA      | $1145143.12   | 0.05%             | 2034-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                               | Hydro One Inc                                                                               | CUSIP: 44810ZBX7<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $60510.18     | 0.00%             | 2049-06-25      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                               | Hydro One Inc                                                                               | CUSIP: 44810ZCS7<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $73957.37     | 0.00%             | 2035-01-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HUT 8 DC LLC                                                                                | HUT 8 DC LLC                                                                                | CUSIP: 44813DAA4<br>LEI: 2549001DBTVKADI7M690 | Long             | DBT              | CORP              | US        |      962000 | PA      | $969962.02    | 0.04%             | 2042-11-15      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp                                                                           | Hyatt Hotels Corp                                                                           | CUSIP: 448579AQ5<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100878.74    | 0.00%             | 2027-01-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                                     | Hyundai Capital America                                                                     | CUSIP: 44891ACH8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      250000 | PA      | $254849.15    | 0.01%             | 2028-06-26      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                                     | Hyundai Capital America                                                                     | CUSIP: 44891ADW4<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50436.86     | 0.00%             | 2030-06-24      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                                     | Hyundai Capital America                                                                     | CUSIP: 44891ADX2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      506000 | PA      | $515617.06    | 0.02%             | 2032-06-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                                     | Hyundai Capital America                                                                     | CUSIP: 44891AEK9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      927000 | PA      | $928424.09    | 0.04%             | 2029-04-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2024-A                                                       | Hyundai Auto Receivables Trust 2024-A                                                       | CUSIP: 448973AD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      756856 | PA      | $761421.38    | 0.03%             | 2029-02-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| IBM International Capital Pte Ltd                                                           | IBM International Capital Pte Ltd                                                           | CUSIP: 449276AD6<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |     1085000 | PA      | $1085871.63   | 0.05%             | 2031-02-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                                                        | IHO Verwaltungs GmbH                                                                        | CUSIP: 44963BAJ7<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |     1630000 | PA      | $1658000.99   | 0.08%             | 2033-05-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| IHS Holding Ltd                                                                             | IHS Holding Ltd                                                                             | CUSIP: 44963HAC9<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |     1700000 | PA      | $1750844.35   | 0.08%             | 2030-05-29      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises LP / Icahn Enterprises Finance Corp                                       | Icahn Enterprises LP / Icahn Enterprises Finance Corp                                       | CUSIP: 451102CC9<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |     2275000 | PA      | $1994208.58   | 0.09%             | 2029-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises LP / Icahn Enterprises Finance Corp                                       | Icahn Enterprises LP / Icahn Enterprises Finance Corp                                       | CUSIP: 451102CF2<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |      825000 | PA      | $829198.43    | 0.04%             | 2029-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises LP / Icahn Enterprises Finance Corp                                       | Icahn Enterprises LP / Icahn Enterprises Finance Corp                                       | CUSIP: 451102CJ4<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |     2410000 | PA      | $2321025.45   | 0.11%             | 2030-06-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                                                 | Crescent Energy Finance LLC                                                                 | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |      125000 | PA      | $127931.63    | 0.01%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Indianapolis Power & Light Co                                                               | Indianapolis Power & Light Co                                                               | CUSIP: 455434BW9<br>LEI: 2T85JNP2R2B2GTSFND21 | Long             | DBT              | CORP              | US        |       50000 | PA      | $48308.49     | 0.00%             | 2054-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                                | ING Groep NV                                                                                | CUSIP: 456837BT9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     4600000 | PA      | $4757264.80   | 0.22%             | N/A             | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Trane Technologies Financing Ltd                                                            | Trane Technologies Financing Ltd                                                            | CUSIP: 456873AD0<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |       50000 | PA      | $49356.15     | 0.00%             | 2029-03-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                                                          | Ingersoll Rand Inc                                                                          | CUSIP: 45687VAB2<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |      100000 | PA      | $104138.09    | 0.00%             | 2033-08-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Infinity Natural Resources LLC                                                              | Infinity Natural Resources LLC                                                              | CUSIP: 45690BAA3<br>LEI: 54930021094IFVB5ND43 | Long             | DBT              | CORP              | US        |     2125000 | PA      | $2160925.25   | 0.10%             | 2031-04-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Insight Enterprises Inc                                                                     | Insight Enterprises Inc                                                                     | CUSIP: 45765UAC7<br>LEI: 529900S8991TYW6YP792 | Long             | DBT              | CORP              | US        |     1425000 | PA      | $1413447.67   | 0.06%             | 2032-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $17646.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-6055.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $172159.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-11409.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-13855.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $25845.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $6201.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $10691.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-39805.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4317.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-18883.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1226.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-62675.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-21203.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-60791.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $9261.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1975.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1378.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $43215.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3366.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $11988.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-11913.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-7393.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $14511.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2341.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4684.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $44226.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-13572.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3340.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1168.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-732.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | FX Forwards                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $714.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intel Corp                                                                                  | Intel Corp                                                                                  | CUSIP: 458140AV2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      100000 | PA      | $77110.46     | 0.00%             | 2046-05-19      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                                  | Intel Corp                                                                                  | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      914000 | PA      | $654540.77    | 0.03%             | 2047-12-08      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                                  | Intel Corp                                                                                  | CUSIP: 458140BV1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      100000 | PA      | $70002.82     | 0.00%             | 2041-08-12      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                                  | Intel Corp                                                                                  | CUSIP: 458140CA6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      397000 | PA      | $381871.94    | 0.02%             | 2032-08-05      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                                  | Intel Corp                                                                                  | CUSIP: 458140CC2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      100000 | PA      | $82337.49     | 0.00%             | 2062-08-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                                  | Intel Corp                                                                                  | CUSIP: 458140CE8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      200000 | PA      | $201316.40    | 0.01%             | 2028-02-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                                  | Intel Corp                                                                                  | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      400000 | PA      | $374157.83    | 0.02%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                                  | Intel Corp                                                                                  | CUSIP: 458140CV0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      451000 | PA      | $444806.19    | 0.02%             | 2066-05-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                             | Inter-American Development Bank                                                             | CUSIP: 4581X0DX3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | XX        |     1834000 | PA      | $1725746.90   | 0.08%             | 2028-07-20      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Inter Pipeline Ltd/AB                                                                       | Inter Pipeline Ltd/AB                                                                       | CUSIP: 45833VAC3<br>LEI: QQTTPMZD0WKQL0H5S472 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $72688.19     | 0.00%             | 2031-11-25      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                               | Intercontinental Exchange Inc                                                               | CUSIP: 45866FAN4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |      100000 | PA      | $84573.00     | 0.00%             | 2032-09-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                               | Intercontinental Exchange Inc                                                               | CUSIP: 45866FAQ7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |      100000 | PA      | $58252.57     | 0.00%             | 2060-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                                         | International Bank for Reconstruction & Development                                         | CUSIP: 459058JN4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | XX        |     1538000 | PA      | $1464675.03   | 0.07%             | 2027-11-24      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                                        | International Business Machines Corp                                                        | CUSIP: 459200KM2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      200000 | PA      | $197155.75    | 0.01%             | 2027-02-09      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                                        | International Business Machines Corp                                                        | CUSIP: 459200KZ3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      100000 | PA      | $86545.25     | 0.00%             | 2053-02-06      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                                        | International Business Machines Corp                                                        | CUSIP: 459200LJ8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100341.36    | 0.00%             | 2035-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                                        | International Business Machines Corp                                                        | CUSIP: 459200LS8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      807000 | PA      | $792890.45    | 0.04%             | 2033-02-03      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances Inc                                                      | International Flavors & Fragrances Inc                                                      | CUSIP: 459506AE1<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |       75000 | PA      | $59272.96     | 0.00%             | 2047-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| International Paper Co                                                                      | International Paper Co                                                                      | CUSIP: 460146CQ4<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |       75000 | PA      | $59670.99     | 0.00%             | 2047-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Interstate Power and Light Co                                                               | Interstate Power and Light Co                                                               | CUSIP: 461070AR5<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |      572000 | PA      | $394900.77    | 0.02%             | 2049-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                                         | Intesa Sanpaolo SpA                                                                         | CUSIP: 46115HBZ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $217812.93    | 0.01%             | 2033-06-20      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Intuit Inc                                                                                  | Intuit Inc                                                                                  | CUSIP: 46124HAF3<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |       75000 | PA      | $76347.49     | 0.00%             | 2028-09-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp                                                               | Olympus Water US Holding Corp                                                               | CUSIP: 46150DAA0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |      470000 | PA      | $455559.67    | 0.02%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                                                   | Invitation Homes Operating Partnership LP                                                   | CUSIP: 46188BAF9<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101295.90    | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Invitation Homes 2024-SFR1 Trust                                                            | Invitation Homes 2024-SFR1 Trust                                                            | CUSIP: 46188DAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1496248 | PA      | $1457645.90   | 0.07%             | 2041-09-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc                                                                                   | IQVIA Inc                                                                                   | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     2375000 | PA      | $2418690.50   | 0.11%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| iShares Core U.S. Aggregate Bond ETF                                                        | iShares Core U.S. Aggregate Bond ETF                                                        | CUSIP: 464287226<br>LEI: 549300F7VSXTKBGHJE47 | Long             | EC               | RF                | US        |       13875 | NS      | $1375012.50   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares J.P. Morgan USD Emerging Markets Bond ETF                                           | iShares J.P. Morgan USD Emerging Markets Bond ETF                                           | CUSIP: 464288281<br>LEI: 54930070R8WH6MNUJG74 | Long             | EC               | RF                | US        |       14439 | NS      | $1383256.20   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Broad USD High Yield Corporate Bond ETF                                             | iShares Broad USD High Yield Corporate Bond ETF                                             | CUSIP: 46435U853<br>LEI: 549300X7H67ZLUE3IZ46 | Long             | EC               | RF                | US        |     1184619 | NS      | $44103365.37  | 2.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Italy Government International Bond                                             | Republic of Italy Government International Bond                                             | CUSIP: 465410CC0<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     1013000 | PA      | $734645.79    | 0.03%             | 2051-05-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp                                                                           | ITC Holdings Corp                                                                           | CUSIP: 465685AP0<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98394.98     | 0.00%             | 2027-11-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Ivanhoe Mines Ltd                                                                           | Ivanhoe Mines Ltd                                                                           | CUSIP: 46579RAE4<br>LEI: 5299006XZISURYIA4G32 | Long             | DBT              | CORP              | CA        |     2775000 | PA      | $2829235.82   | 0.13%             | 2030-01-23      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                            | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                            | CUSIP: 46590XAX4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       50000 | PA      | $50145.45     | 0.00%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust 2024-OMNI                              | JP Morgan Chase Commercial Mortgage Securities Trust 2024-OMNI                              | CUSIP: 46593JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1007000 | PA      | $1016799.32   | 0.05%             | 2039-10-05      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                                         | JPMorgan Chase & Co                                                                         | CUSIP: 46625HJU5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      100000 | PA      | $91049.08     | 0.00%             | 2044-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                                         | JPMorgan Chase & Co                                                                         | CUSIP: 46625HLL2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      100000 | PA      | $91209.21     | 0.00%             | 2045-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                                         | JPMorgan Chase & Co                                                                         | CUSIP: 46647PAF3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      538000 | PA      | $533506.54    | 0.02%             | 2028-05-01      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                                         | JPMorgan Chase & Co                                                                         | CUSIP: 46647PAJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      200000 | PA      | $176297.63    | 0.01%             | 2038-07-24      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                                         | JPMorgan Chase & Co                                                                         | CUSIP: 46647PAL0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      100000 | PA      | $78116.07     | 0.00%             | 2048-11-15      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                                         | JPMorgan Chase & Co                                                                         | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      300000 | PA      | $277379.62    | 0.01%             | 2031-04-22      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                                         | JPMorgan Chase & Co                                                                         | CUSIP: 46647PBV7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     2532000 | PA      | $1774672.37   | 0.08%             | 2041-11-19      | Variable      | 2.53%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                                         | JPMorgan Chase & Co                                                                         | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     3760000 | PA      | $3582341.88   | 0.16%             | 2029-06-01      | Variable      | 2.07%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                                         | JPMorgan Chase & Co                                                                         | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      300000 | PA      | $266968.40    | 0.01%             | 2032-11-08      | Variable      | 2.55%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                                         | JPMorgan Chase & Co                                                                         | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      273000 | PA      | $273796.11    | 0.01%             | 2033-07-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                                         | JPMorgan Chase & Co                                                                         | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51882.33     | 0.00%             | 2033-09-14      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                                         | JPMorgan Chase & Co                                                                         | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      200000 | PA      | $203332.59    | 0.01%             | 2029-07-24      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                                         | JPMorgan Chase & Co                                                                         | CUSIP: 46647PDY9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1072000 | PA      | $1149756.00   | 0.05%             | 2034-10-23      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                                         | JPMorgan Chase & Co                                                                         | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101188.18    | 0.00%             | 2030-01-23      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                                         | JPMorgan Chase & Co                                                                         | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101360.52    | 0.00%             | 2035-01-23      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                                         | JPMorgan Chase & Co                                                                         | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      100000 | PA      | $104243.44    | 0.00%             | 2035-04-22      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                                         | JPMorgan Chase & Co                                                                         | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101106.58    | 0.00%             | 2035-07-22      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                                         | JPMorgan Chase & Co                                                                         | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      504000 | PA      | $504579.88    | 0.02%             | 2028-10-22      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                                         | JPMorgan Chase & Co                                                                         | CUSIP: 46647PES1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      241000 | PA      | $237460.60    | 0.01%             | 2045-11-29      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                                         | JPMorgan Chase & Co                                                                         | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      647000 | PA      | $656369.58    | 0.03%             | 2036-07-23      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Jackson Financial Inc                                                                       | Jackson Financial Inc                                                                       | CUSIP: 46817MAR8<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100474.38    | 0.00%             | 2027-06-08      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Jackson National Life Global Funding                                                        | Jackson National Life Global Funding                                                        | CUSIP: 46849LVH1<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49134.13     | 0.00%             | 2030-09-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Jacobs Engineering Group Inc                                                                | Jacobs Engineering Group Inc                                                                | CUSIP: 469814AB3<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51778.73     | 0.00%             | 2028-08-18      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Jacobs Entertainment Inc                                                                    | Jacobs Entertainment Inc                                                                    | CUSIP: 469815AK0<br>LEI: 5493004U9JIWY3HSUO63 | Long             | DBT              | CORP              | US        |      900000 | PA      | $882000.00    | 0.04%             | 2029-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Jane Street Group / JSG Finance Inc                                                         | Jane Street Group / JSG Finance Inc                                                         | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1407360.33   | 0.06%             | 2032-11-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Jane Street Group / JSG Finance Inc                                                         | Jane Street Group / JSG Finance Inc                                                         | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3580000 | PA      | $3677773.38   | 0.17%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                            | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                            | CUSIP: 472140AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      150000 | PA      | $155289.45    | 0.01%             | 2035-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                                               | Jefferies Financial Group Inc                                                               | CUSIP: 47233JGT9<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |      100000 | PA      | $87417.45     | 0.00%             | 2031-10-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                                               | Jefferies Financial Group Inc                                                               | CUSIP: 47233WLL1<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |       50000 | PA      | $48150.10     | 0.00%             | 2036-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JetBlue Airways Corp / JetBlue Loyalty LP                                                   | JetBlue Airways Corp / JetBlue Loyalty LP                                                   | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     1140000 | PA      | $1061760.03   | 0.05%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                           | Johnson & Johnson                                                                           | CUSIP: 478160CP7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96192.49     | 0.00%             | 2027-09-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                           | Johnson & Johnson                                                                           | CUSIP: 478160CR3<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      250000 | PA      | $175042.86    | 0.01%             | 2040-09-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Jones Deslauriers Insurance Management Inc                                                  | Jones Deslauriers Insurance Management Inc                                                  | CUSIP: 48020RAE5<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |     4330000 | PA      | $4045626.30   | 0.18%             | 2033-10-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                                         | JPMorgan Chase & Co                                                                         | CUSIP: 48128BAQ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2083470.00   | 0.10%             | N/A             | Variable      | 6.88%                 | No            |                  2 | On Loan: —       |
| KLA Corp                                                                                    | KLA Corp                                                                                    | CUSIP: 482480AM2<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |       50000 | PA      | $44903.78     | 0.00%             | 2052-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| KKR Group Finance Co VIII LLC                                                               | KKR Group Finance Co VIII LLC                                                               | CUSIP: 48252MAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $33240.82     | 0.00%             | 2050-08-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                                 | Kaiser Foundation Hospitals                                                                 | CUSIP: 48305QAD5<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |      100000 | PA      | $80807.53     | 0.00%             | 2047-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Evergy Metro Inc                                                                            | Evergy Metro Inc                                                                            | CUSIP: 485134BQ2<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |      100000 | PA      | $79240.63     | 0.00%             | 2047-06-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Kellanova                                                                                   | Kellanova                                                                                   | CUSIP: 487836AT5<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |     1030000 | PA      | $1158747.94   | 0.05%             | 2031-04-01      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Kentucky Power Co                                                                           | Kentucky Power Co                                                                           | CUSIP: 491386AP3<br>LEI: JHOZYZ5WPEXWR477VH72 | Long             | DBT              | CORP              | US        |      967000 | PA      | $1040501.78   | 0.05%             | 2033-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Kentucky Utilities Co                                                                       | Kentucky Utilities Co                                                                       | CUSIP: 491674BG1<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96134.52     | 0.00%             | 2040-11-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Kentucky Utilities Co                                                                       | Kentucky Utilities Co                                                                       | CUSIP: 491674BP1<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |      211000 | PA      | $209133.62    | 0.01%             | 2055-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc                                                                                  | Kenvue Inc                                                                                  | CUSIP: 49177JAM4<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |      100000 | PA      | $95056.90     | 0.00%             | 2043-03-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc                                                                                  | Kenvue Inc                                                                                  | CUSIP: 49177JAS1<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |      505000 | PA      | $510901.19    | 0.02%             | 2032-05-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                                        | Keurig Dr Pepper Inc                                                                        | CUSIP: 49271VAK6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |      100000 | PA      | $70265.29     | 0.00%             | 2050-05-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                                     | KeyCorp                                                                                     | CUSIP: 493267702<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |       45339 | NS      | $1134381.78   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                                                                     | KeyCorp                                                                                     | CUSIP: 493267843<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |        8800 | NS      | $221672.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                                                                     | KeyCorp                                                                                     | CUSIP: 49326EEK5<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98214.95     | 0.00%             | 2027-04-06      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                                     | KeyCorp                                                                                     | CUSIP: 49326EER0<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |      458000 | PA      | $449845.48    | 0.02%             | 2037-01-28      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| KeyCorp Capital III                                                                         | KeyCorp Capital III                                                                         | CUSIP: 49326QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      795000 | PA      | $840091.09    | 0.04%             | 2029-07-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Keyera Corp                                                                                 | Keyera Corp                                                                                 | CUSIP: 493271AH3<br>LEI: 254900LXI62FUHZGH122 | Long             | DBT              | CORP              | CA        |       50000 | PA      | $36580.78     | 0.00%             | 2035-10-15      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| KeyCorp Student Loan Trust 2006-A                                                           | KeyCorp Student Loan Trust 2006-A                                                           | CUSIP: 49327HAJ4<br>LEI: 254900QO9Y4JHZFBGC87 | Long             | ABS-O            | CORP              | US        |      988957 | PA      | $795961.50    | 0.04%             | 2042-03-27      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Keybank National Association                                                                | Keybank National Association                                                                | CUSIP: 49327V2C7<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |      865000 | PA      | $849848.92    | 0.04%             | 2032-08-08      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Keysight Technologies Inc                                                                   | Keysight Technologies Inc                                                                   | CUSIP: 49338LAE3<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100181.61    | 0.00%             | 2027-04-06      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                                            | Kilroy Realty LP                                                                            | CUSIP: 49427RAN2<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99146.25     | 0.00%             | 2028-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                                                         | Kimberly-Clark Corp                                                                         | CUSIP: 494368CD3<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |      100000 | PA      | $88244.78     | 0.00%             | 2031-11-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Kimco Realty Corp                                                                           | Kimco Realty Corp                                                                           | CUSIP: 49446R711<br>LEI: 254900ARY41P4V1JL861 | Long             | EP               | CORP              | US        |       31567 | NS      | $636390.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimco Realty OP LLC                                                                         | Kimco Realty OP LLC                                                                         | CUSIP: 49446RAY5<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |      100000 | PA      | $88415.33     | 0.00%             | 2031-12-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                                         | Kimco Realty OP LLC                                                                         | CUSIP: 49446RBA6<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24681.85     | 0.00%             | 2033-02-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                            | Kinder Morgan Energy Partners LP                                                            | CUSIP: 494550BN5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |      100000 | PA      | $90377.99     | 0.00%             | 2042-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                            | Kinder Morgan Energy Partners LP                                                            | CUSIP: 494550BU9<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |      439000 | PA      | $416384.26    | 0.02%             | 2044-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                           | Kinder Morgan Inc                                                                           | CUSIP: 49456BAW1<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |      455000 | PA      | $419224.09    | 0.02%             | 2052-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                           | Kinder Morgan Inc                                                                           | CUSIP: 49456BBC4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |      100000 | PA      | $104851.56    | 0.00%             | 2035-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Kingston Airport Revenue Finance Ltd                                                        | Kingston Airport Revenue Finance Ltd                                                        | CUSIP: 49647QAA6<br>LEI: 254900SK2YRR95AVHU30 | Long             | DBT              | CORP              | KY        |      900000 | PA      | $912150.00    | 0.04%             | 2036-12-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Kosmos Energy Ltd                                                                           | Kosmos Energy Ltd                                                                           | CUSIP: 500688AH9<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |      350000 | PA      | $293195.00    | 0.01%             | 2030-03-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                                        | Kraft Heinz Foods Co                                                                        | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      710000 | PA      | $556402.38    | 0.03%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                                        | Kraft Heinz Foods Co                                                                        | CUSIP: 50077LAV8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |       50000 | PA      | $48429.73     | 0.00%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| Kraft Heinz Foods Co                                                                        | Kraft Heinz Foods Co                                                                        | CUSIP: 50077LAZ9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      184000 | PA      | $150670.28    | 0.01%             | 2049-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                                        | Kraft Heinz Foods Co                                                                        | CUSIP: 50077LBJ4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      100000 | PA      | $89556.81     | 0.00%             | 2050-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                                        | Kraft Heinz Foods Co                                                                        | CUSIP: 50077LBM7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      343000 | PA      | $347655.71    | 0.02%             | 2032-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Kroger Co/The                                                                               | Kroger Co/The                                                                               | CUSIP: 501044DF5<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |      197000 | PA      | $148837.09    | 0.01%             | 2046-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                               | Kroger Co/The                                                                               | CUSIP: 501044DK4<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |       50000 | PA      | $41852.01     | 0.00%             | 2048-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                               | Kroger Co/The                                                                               | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |      308000 | PA      | $304253.85    | 0.01%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                               | Kroger Co/The                                                                               | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |      619000 | PA      | $574492.41    | 0.03%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                               | Kroger Co/The                                                                               | CUSIP: 501044DX6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |      985000 | PA      | $915308.72    | 0.04%             | 2064-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Kyndryl Holdings Inc                                                                        | Kyndryl Holdings Inc                                                                        | CUSIP: 50155QAL4<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |      475000 | PA      | $403104.40    | 0.02%             | 2031-10-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Kyndryl Holdings Inc                                                                        | Kyndryl Holdings Inc                                                                        | CUSIP: 50155QAM2<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |       50000 | PA      | $35904.55     | 0.00%             | 2041-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| LCM XVIII LP                                                                                | LCM XVIII LP                                                                                | CUSIP: 50188GAV5<br>LEI: 549300PYL1KC7BYM8G75 | Long             | ABS-CBDO         | CORP              | KY        |       27851 | PA      | $27821.72     | 0.00%             | 2031-04-20      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| LCM Investments Holdings II LLC                                                             | LCM Investments Holdings II LLC                                                             | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |     1725000 | PA      | $1807066.88   | 0.08%             | 2031-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| LCM 30 Ltd                                                                                  | LCM 30 Ltd                                                                                  | CUSIP: 50200YAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      118056 | PA      | $118043.14    | 0.01%             | 2031-04-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| LCM 37 Ltd                                                                                  | LCM 37 Ltd                                                                                  | CUSIP: 50204JAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      296817 | PA      | $296516.32    | 0.01%             | 2034-04-15      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc                                                                            | LPL Holdings Inc                                                                            | CUSIP: 50212YAQ7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50314.12     | 0.00%             | 2035-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                                   | L3Harris Technologies Inc                                                                   | CUSIP: 502431AP4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100808.42    | 0.00%             | 2027-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                                   | L3Harris Technologies Inc                                                                   | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |      437000 | PA      | $448438.73    | 0.02%             | 2033-07-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LYB International Finance BV                                                                | LYB International Finance BV                                                                | CUSIP: 50247VAC3<br>LEI: 549300J6QSW38QNOJK61 | Long             | DBT              | CORP              | NL        |       50000 | PA      | $41614.40     | 0.00%             | 2044-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                                           | LYB International Finance III LLC                                                           | CUSIP: 50249AAP8<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51772.30     | 0.00%             | 2035-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                                           | LYB International Finance III LLC                                                           | CUSIP: 50249AAQ6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50303.64     | 0.00%             | 2031-01-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Lamar Media Corp                                                                            | Lamar Media Corp                                                                            | CUSIP: 513075CA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      830000 | PA      | $821193.79    | 0.04%             | 2033-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Lamb Weston Holdings Inc                                                                    | Lamb Weston Holdings Inc                                                                    | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |     1825000 | PA      | $1718875.16   | 0.08%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Lazard Group LLC                                                                            | Lazard Group LLC                                                                            | CUSIP: 52107QAK1<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99026.59     | 0.00%             | 2029-03-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Leidos Inc                                                                                  | Leidos Inc                                                                                  | CUSIP: 52532XAL9<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50862.13     | 0.00%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Lennar Corp                                                                                 | Lennar Corp                                                                                 | CUSIP: 526057CY8<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |      333000 | PA      | $337475.50    | 0.02%             | 2030-07-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| LXP Industrial Trust                                                                        | LXP Industrial Trust                                                                        | CUSIP: 529537AA0<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |      381000 | PA      | $331747.23    | 0.02%             | 2031-10-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Liberty Mutual Group Inc                                                                    | Liberty Mutual Group Inc                                                                    | CUSIP: 53079EAN4<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2225909.18   | 0.10%             | 2087-03-07      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| Liberty Mutual Group Inc                                                                    | Liberty Mutual Group Inc                                                                    | CUSIP: 53079EBK9<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |      100000 | PA      | $68136.19     | 0.00%             | 2060-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Liberty Mutual Group Inc                                                                    | Liberty Mutual Group Inc                                                                    | CUSIP: 53079EBL7<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |     1233000 | PA      | $782916.59    | 0.04%             | 2061-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Liberty Utilities Finance GP 1                                                              | Liberty Utilities Finance GP 1                                                              | CUSIP: 531546AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      352000 | PA      | $316295.18    | 0.01%             | 2030-09-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Light & Wonder International Inc                                                            | Light & Wonder International Inc                                                            | CUSIP: 531968AA3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     2625000 | PA      | $2735714.63   | 0.12%             | 2031-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Light & Wonder International Inc                                                            | Light & Wonder International Inc                                                            | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     3155000 | PA      | $3128852.94   | 0.14%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LifePoint Health Inc                                                                        | LifePoint Health Inc                                                                        | CUSIP: 53219LAV1<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |      200000 | PA      | $212039.20    | 0.01%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| LifePoint Health Inc                                                                        | LifePoint Health Inc                                                                        | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     4675000 | PA      | $4784862.50   | 0.22%             | 2032-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                              | Eli Lilly & Co                                                                              | CUSIP: 532457BP2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      234000 | PA      | $232099.34    | 0.01%             | 2027-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                              | Eli Lilly & Co                                                                              | CUSIP: 532457BV9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      150000 | PA      | $146845.82    | 0.01%             | 2029-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                              | Eli Lilly & Co                                                                              | CUSIP: 532457CF3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100687.13    | 0.00%             | 2033-02-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                              | Eli Lilly & Co                                                                              | CUSIP: 532457CG1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      100000 | PA      | $88788.00     | 0.00%             | 2053-02-27      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                              | Eli Lilly & Co                                                                              | CUSIP: 532457CR7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      452000 | PA      | $446657.64    | 0.02%             | 2034-08-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                              | Eli Lilly & Co                                                                              | CUSIP: 532457CV8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      456000 | PA      | $463666.06    | 0.02%             | 2030-02-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                              | Eli Lilly & Co                                                                              | CUSIP: 532457DE5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99752.96     | 0.00%             | 2035-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| Eli Lilly & Co                                                                              | Eli Lilly & Co                                                                              | CUSIP: 532457DG0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      289000 | PA      | $282436.93    | 0.01%             | 2065-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp                                                                       | Lincoln National Corp                                                                       | CUSIP: 534187BQ1<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |      100000 | PA      | $91163.61     | 0.00%             | 2032-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Lithia Motors Inc                                                                           | Lithia Motors Inc                                                                           | CUSIP: 536797AF0<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |     1350000 | PA      | $1282220.96   | 0.06%             | 2031-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                                    | Lloyds Banking Group PLC                                                                    | CUSIP: 539439BE8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      236000 | PA      | $241740.69    | 0.01%             | 2036-06-13      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                                    | Lloyds Banking Group PLC                                                                    | CUSIP: 539439BF5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $392767.28    | 0.02%             | N/A             | Variable      | 6.63%                 | No            |                  2 | On Loan: —       |
| Lloyds Banking Group PLC                                                                    | Lloyds Banking Group PLC                                                                    | CUSIP: 53944YAU7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $199556.97    | 0.01%             | 2033-08-11      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                                    | Lloyds Banking Group PLC                                                                    | CUSIP: 53944YAV5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     3000000 | PA      | $3199332.00   | 0.15%             | N/A             | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                                    | Lloyds Banking Group PLC                                                                    | CUSIP: 53944YBA0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      593000 | PA      | $611957.93    | 0.03%             | 2030-06-05      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                                    | Lloyds Banking Group PLC                                                                    | CUSIP: 53944YBB8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $308633.70    | 0.01%             | N/A             | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Loblaw Cos Ltd                                                                              | Loblaw Cos Ltd                                                                              | CUSIP: 539481AP6<br>LEI: 5493008LN3O1DIDTSH67 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $77322.49     | 0.00%             | 2032-09-13      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                                        | Lockheed Martin Corp                                                                        | CUSIP: 539830BY4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101333.88    | 0.00%             | 2063-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                                        | Lockheed Martin Corp                                                                        | CUSIP: 539830CA5<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99844.52     | 0.00%             | 2034-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                              | Lowe's Cos Inc                                                                              | CUSIP: 548661DQ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      100000 | PA      | $77220.06     | 0.00%             | 2047-05-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                              | Lowe's Cos Inc                                                                              | CUSIP: 548661DU8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100251.55    | 0.00%             | 2030-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                              | Lowe's Cos Inc                                                                              | CUSIP: 548661EA1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      100000 | PA      | $91379.18     | 0.00%             | 2031-04-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                              | Lowe's Cos Inc                                                                              | CUSIP: 548661EF0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |       75000 | PA      | $56992.29     | 0.00%             | 2062-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Lsf12 Helix Parent LLC                                                                      | Lsf12 Helix Parent LLC                                                                      | CUSIP: 548916AA3<br>LEI: 254900H70V4IL22BHL88 | Long             | DBT              | CORP              | US        |     3530000 | PA      | $3445766.33   | 0.16%             | 2033-02-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                                               | M&T Bank Corp                                                                               | CUSIP: 55261F849<br>LEI: 549300WYXDDBYRASEG81 | Long             | EP               | CORP              | US        |       34900 | NS      | $874943.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T Bank Corp                                                                               | M&T Bank Corp                                                                               | CUSIP: 55261FAR5<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99182.75     | 0.00%             | 2034-01-27      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                                               | M&T Bank Corp                                                                               | CUSIP: 55261FAZ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |      474000 | PA      | $474431.44    | 0.02%             | 2035-07-30      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Sekisui House US Inc                                                                        | Sekisui House US Inc                                                                        | CUSIP: 552676AT5<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |      100000 | PA      | $95341.02     | 0.00%             | 2030-01-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MKT 2020-525M Mortgage Trust                                                                | MKT 2020-525M Mortgage Trust                                                                | CUSIP: 55316PAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1400000 | PA      | $1265284.16   | 0.06%             | 2040-02-12      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                     | MPLX LP                                                                                     | CUSIP: 55336VAN0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |       50000 | PA      | $40955.61     | 0.00%             | 2048-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                     | MPLX LP                                                                                     | CUSIP: 55336VAP5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |       50000 | PA      | $40658.44     | 0.00%             | 2058-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                     | MPLX LP                                                                                     | CUSIP: 55336VBV1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99499.96     | 0.00%             | 2033-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                     | MPLX LP                                                                                     | CUSIP: 55336VCA6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      562000 | PA      | $562632.19    | 0.03%             | 2031-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                     | MPLX LP                                                                                     | CUSIP: 55336VCE8<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      401000 | PA      | $393854.46    | 0.02%             | 2036-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corp                                             | MPT Operating Partnership LP / MPT Finance Corp                                             | CUSIP: 55342UAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      950000 | PA      | $926246.24    | 0.04%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corp                                             | MPT Operating Partnership LP / MPT Finance Corp                                             | CUSIP: 55342UAM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1650000 | PA      | $1182683.37   | 0.05%             | 2031-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corp                                             | MPT Operating Partnership LP / MPT Finance Corp                                             | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1550000 | PA      | $1610293.45   | 0.07%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MSCI Inc                                                                                    | MSCI Inc                                                                                    | CUSIP: 55354GAR1<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49209.67     | 0.00%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd                                                                         | Macquarie Group Ltd                                                                         | CUSIP: 55608JAK4<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |      100000 | PA      | $98667.13     | 0.00%             | 2028-11-28      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd                                                                         | Macquarie Group Ltd                                                                         | CUSIP: 55608JBG2<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |      100000 | PA      | $102377.05    | 0.00%             | 2033-11-09      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                                                             | Madison IAQ LLC                                                                             | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |     3778000 | PA      | $3767775.60   | 0.17%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XXXIII Ltd                                                             | Madison Park Funding XXXIII Ltd                                                             | CUSIP: 55819JAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      373863 | PA      | $373997.02    | 0.02%             | 2032-10-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XLII Ltd                                                               | Madison Park Funding XLII Ltd                                                               | CUSIP: 55822RAB6<br>LEI: 549300YWZ8HFDYP0MR16 | Long             | ABS-CBDO         | CORP              | KY        |      222016 | PA      | $221995.62    | 0.01%             | 2030-11-21      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Discovery Global Holdings Inc                                                               | Discovery Global Holdings Inc                                                               | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     2400000 | PA      | $2173752.00   | 0.10%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Discovery Global Holdings Inc                                                               | Discovery Global Holdings Inc                                                               | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     1910000 | PA      | $1362842.30   | 0.06%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Magnera Corp                                                                                | Magnera Corp                                                                                | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |      800000 | PA      | $749028.00    | 0.03%             | 2031-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Manulife Financial Corp                                                                     | Manulife Financial Corp                                                                     | CUSIP: 56501RAK2<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $98313.04     | 0.00%             | 2027-05-19      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Manulife Financial Corp                                                                     | Manulife Financial Corp                                                                     | CUSIP: 56501RAU0<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |       50000 | PA      | $36754.15     | 0.00%             | 2035-05-23      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| Manulife Financial Corp                                                                     | Manulife Financial Corp                                                                     | CUSIP: 56501RAX4<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |      395000 | PA      | $388633.00    | 0.02%             | 2035-12-11      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Maple Parent Holdings Corp                                                                  | Maple Parent Holdings Corp                                                                  | CUSIP: 56530KAC0<br>LEI: 254900J6FBJ1E892Q074 | Long             | DBT              | CORP              | US        |      521000 | PA      | $521650.87    | 0.02%             | 2036-03-26      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Maple Parent Holdings Corp                                                                  | Maple Parent Holdings Corp                                                                  | CUSIP: 56530KAD8<br>LEI: 254900J6FBJ1E892Q074 | Long             | DBT              | CORP              | US        |      683000 | PA      | $691501.16    | 0.03%             | 2056-03-26      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                                     | Marathon Petroleum Corp                                                                     | CUSIP: 56585ABK7<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102043.42    | 0.00%             | 2030-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Markel Group Inc                                                                            | Markel Group Inc                                                                            | CUSIP: 570535AY0<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |       50000 | PA      | $48877.09     | 0.00%             | 2054-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                                                    | Mars Inc                                                                                    | CUSIP: 571676AE5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      100000 | PA      | $80810.65     | 0.00%             | 2044-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                                                    | Mars Inc                                                                                    | CUSIP: 571676AU9<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      812000 | PA      | $817433.12    | 0.04%             | 2031-04-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                                                    | Mars Inc                                                                                    | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100594.34    | 0.00%             | 2028-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                                                    | Mars Inc                                                                                    | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50506.46     | 0.00%             | 2030-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                                                    | Mars Inc                                                                                    | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      594000 | PA      | $584481.94    | 0.03%             | 2045-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                                                    | Mars Inc                                                                                    | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      432000 | PA      | $420351.87    | 0.02%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                                    | Marsh & McLennan Cos Inc                                                                    | CUSIP: 571748BU5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103316.28    | 0.00%             | 2033-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                                    | Marsh & McLennan Cos Inc                                                                    | CUSIP: 571748BY7<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      498000 | PA      | $500230.01    | 0.02%             | 2027-11-08      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                                    | Marsh & McLennan Cos Inc                                                                    | CUSIP: 571748CF7<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      200000 | PA      | $197230.17    | 0.01%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                               | Marriott International Inc/MD                                                               | CUSIP: 571903BF9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |      673000 | PA      | $620319.08    | 0.03%             | 2032-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                               | Marriott International Inc/MD                                                               | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |      449000 | PA      | $411588.26    | 0.02%             | 2031-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                               | Marriott International Inc/MD                                                               | CUSIP: 571903BU6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |      272000 | PA      | $272316.26    | 0.01%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                               | Marriott International Inc/MD                                                               | CUSIP: 571903BW2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49381.96     | 0.00%             | 2031-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                               | Marriott International Inc/MD                                                               | CUSIP: 571903BY8<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |      364000 | PA      | $352808.44    | 0.02%             | 2033-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                                                               | Martin Marietta Materials Inc                                                               | CUSIP: 573284AW6<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |      100000 | PA      | $89200.89     | 0.00%             | 2031-07-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                                                                      | Marvell Technology Inc                                                                      | CUSIP: 573874AN4<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |      200000 | PA      | $201898.53    | 0.01%             | 2028-06-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Massachusetts Institute of Technology                                                       | Massachusetts Institute of Technology                                                       | CUSIP: 575718AJ0<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |      100000 | PA      | $66212.82     | 0.00%             | 2052-04-01      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Massachusetts Mutual Life Insurance Co                                                      | Massachusetts Mutual Life Insurance Co                                                      | CUSIP: 575767AT5<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |       50000 | PA      | $47934.99     | 0.00%             | 2052-12-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| MasTec Inc                                                                                  | MasTec Inc                                                                                  | CUSIP: 576323AT6<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |      425000 | PA      | $438195.97    | 0.02%             | 2029-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                              | Mastercard Inc                                                                              | CUSIP: 57636QAS3<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |      200000 | PA      | $178355.72    | 0.01%             | 2031-03-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                              | Mastercard Inc                                                                              | CUSIP: 57636QBB9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |      350000 | PA      | $347512.29    | 0.02%             | 2032-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Matador Resources Co                                                                        | Matador Resources Co                                                                        | CUSIP: 576485AH9<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |     3400000 | PA      | $3457682.29   | 0.16%             | 2033-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| McGraw-Hill Education Inc                                                                   | McGraw-Hill Education Inc                                                                   | CUSIP: 57767XAB6<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |     5700000 | PA      | $5701977.90   | 0.26%             | 2029-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| McCormick & Co Inc/MD                                                                       | McCormick & Co Inc/MD                                                                       | CUSIP: 579780AV9<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99120.77     | 0.00%             | 2029-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                             | McDonald's Corp                                                                             | CUSIP: 58013MFA7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      100000 | PA      | $89267.94     | 0.00%             | 2045-12-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                             | McDonald's Corp                                                                             | CUSIP: 58013MFK5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      550000 | PA      | $395511.85    | 0.02%             | 2049-09-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                             | McDonald's Corp                                                                             | CUSIP: 58013MFS8<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100453.82    | 0.00%             | 2032-09-09      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| McDonald's Corp                                                                             | McDonald's Corp                                                                             | CUSIP: 58013MFU3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     1178000 | PA      | $1189856.23   | 0.05%             | 2028-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                             | McDonald's Corp                                                                             | CUSIP: 58013MFY5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102357.24    | 0.00%             | 2034-05-17      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                                                               | McKesson Corp                                                                               | CUSIP: 581557BX2<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |      861000 | PA      | $873940.76    | 0.04%             | 2032-05-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Pediatrix Medical Group Inc                                                                 | Pediatrix Medical Group Inc                                                                 | CUSIP: 58502BAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      650000 | PA      | $646306.77    | 0.03%             | 2030-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Medtronic Inc                                                                               | Medtronic Inc                                                                               | CUSIP: 585055BT2<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96549.96     | 0.00%             | 2035-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Meiji Yasuda Life Insurance Co                                                              | Meiji Yasuda Life Insurance Co                                                              | CUSIP: 585270AD3<br>LEI: 549300SLU4LP6YMRLK07 | Long             | DBT              | CORP              | JP        |      500000 | PA      | $501111.50    | 0.02%             | 2054-09-11      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| Meiji Yasuda Life Insurance Co                                                              | Meiji Yasuda Life Insurance Co                                                              | CUSIP: 585270AE1<br>LEI: 549300SLU4LP6YMRLK07 | Long             | DBT              | CORP              | JP        |     1500000 | PA      | $1528710.00   | 0.07%             | 2055-06-11      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| Memorial Sloan-Kettering Cancer Center                                                      | Memorial Sloan-Kettering Cancer Center                                                      | CUSIP: 586054AD0<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |       50000 | PA      | $32293.09     | 0.00%             | 2050-01-01      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                                     | Mercedes-Benz Finance North America LLC                                                     | CUSIP: 58769JAM9<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |      150000 | PA      | $150140.07    | 0.01%             | 2033-08-03      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                                     | Mercedes-Benz Finance North America LLC                                                     | CUSIP: 58769JBM8<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |      407000 | PA      | $402564.27    | 0.02%             | 2031-03-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                              | Merck & Co Inc                                                                              | CUSIP: 58933YAX3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      200000 | PA      | $195853.07    | 0.01%             | 2029-03-07      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                              | Merck & Co Inc                                                                              | CUSIP: 58933YBK0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99360.88     | 0.00%             | 2033-05-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Merck & Co Inc                                                                              | Merck & Co Inc                                                                              | CUSIP: 58933YBL8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      100000 | PA      | $91553.72     | 0.00%             | 2044-05-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                              | Merck & Co Inc                                                                              | CUSIP: 58933YBM6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      100000 | PA      | $89571.68     | 0.00%             | 2053-05-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                              | Merck & Co Inc                                                                              | CUSIP: 58933YCC7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      293000 | PA      | $283054.31    | 0.01%             | 2065-12-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Meridian Arc Holdco LLC                                                                     | Meridian Arc Holdco LLC                                                                     | CUSIP: 58990CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6145000 | PA      | $6143601.34   | 0.28%             | 2031-04-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                                        | Bank of America Corp                                                                        | CUSIP: 59022CAJ2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      669000 | PA      | $702260.22    | 0.03%             | 2037-01-29      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                                 | MetLife Inc                                                                                 | CUSIP: 59156RAV0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     1214000 | PA      | $1576226.04   | 0.07%             | 2069-08-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                                 | MetLife Inc                                                                                 | CUSIP: 59156RBS6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     3575000 | PA      | $4208947.60   | 0.19%             | 2068-04-08      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                                 | MetLife Inc                                                                                 | CUSIP: 59156RCD8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      100000 | PA      | $92737.18     | 0.00%             | 2054-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| MetLife Inc                                                                                 | MetLife Inc                                                                                 | CUSIP: 59156RCR7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      500000 | PA      | $493234.85    | 0.02%             | 2056-03-15      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Metro Inc/CN                                                                                | Metro Inc/CN                                                                                | CUSIP: 59162NAG4<br>LEI: 549300KQ7DCG4IXSNW78 | Long             | DBT              | CORP              | CA        |       50000 | PA      | $32838.37     | 0.00%             | 2047-12-04      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Pennsylvania Electric Co                                                        | FirstEnergy Pennsylvania Electric Co                                                        | CUSIP: 591894CE8<br>LEI: O1PLQWO3TX952VMBJ146 | Long             | DBT              | CORP              | US        |      809000 | PA      | $819414.58    | 0.04%             | 2028-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                                          | Metropolitan Life Global Funding I                                                          | CUSIP: 59217GFQ7<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |      150000 | PA      | $153382.18    | 0.01%             | 2028-09-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                                          | Metropolitan Life Global Funding I                                                          | CUSIP: 59217GFT1<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |      150000 | PA      | $151348.85    | 0.01%             | 2030-01-09      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MHP Lux SA                                                                                  | MHP Lux SA                                                                                  | CUSIP: 59318YAC2<br>LEI: 222100RHC7R1WZ1J3M44 | Long             | DBT              | CORP              | LU        |     3000000 | PA      | $3072295.65   | 0.14%             | 2029-07-28      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Michaels Cos Inc/The                                                                        | Michaels Cos Inc/The                                                                        | CUSIP: 59408QAB2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     1875000 | PA      | $1851656.06   | 0.08%             | 2033-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                              | Microsoft Corp                                                                              | CUSIP: 594918BT0<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      100000 | PA      | $78459.72     | 0.00%             | 2046-08-08      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                              | Microsoft Corp                                                                              | CUSIP: 594918BZ6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      150000 | PA      | $142363.14    | 0.01%             | 2037-02-06      | Fixed         | 4.10%                 | No            |                  2 | On Loan: —       |
| Microsoft Corp                                                                              | Microsoft Corp                                                                              | CUSIP: 594918CD4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      150000 | PA      | $82574.12     | 0.00%             | 2060-06-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                                   | Mid-America Apartments LP                                                                   | CUSIP: 59523UAY3<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49201.84     | 0.00%             | 2033-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                                       | MidAmerican Energy Co                                                                       | CUSIP: 595620AX3<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51366.13     | 0.00%             | 2034-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                                       | MidAmerican Energy Co                                                                       | CUSIP: 595620AY1<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49994.54     | 0.00%             | 2054-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                                       | MidAmerican Energy Co                                                                       | CUSIP: 595620AZ8<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |       50000 | PA      | $46390.44     | 0.00%             | 2055-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Midwest Connector Capital Co LLC                                                            | Midwest Connector Capital Co LLC                                                            | CUSIP: 59833CAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      150000 | PA      | $149102.49    | 0.01%             | 2029-04-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AthenaHealth Group Inc                                                                      | AthenaHealth Group Inc                                                                      | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |    10785000 | PA      | $10279693.85  | 0.47%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                                          | Mitsubishi UFJ Financial Group Inc                                                          | CUSIP: 606822BB9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      100000 | PA      | $92707.20     | 0.00%             | 2038-07-26      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                                          | Mitsubishi UFJ Financial Group Inc                                                          | CUSIP: 606822BR4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $185420.81    | 0.01%             | 2030-02-25      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                                          | Mitsubishi UFJ Financial Group Inc                                                          | CUSIP: 606822DS0<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      736000 | PA      | $724839.63    | 0.03%             | 2032-01-14      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                                          | Mitsubishi UFJ Financial Group Inc                                                          | CUSIP: 606822DY7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      716000 | PA      | $716273.68    | 0.03%             | 2047-04-21      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                                  | Mizuho Financial Group Inc                                                                  | CUSIP: 60687YBL2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $178106.70    | 0.01%             | 2031-09-08      | Variable      | 1.98%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                                  | Mizuho Financial Group Inc                                                                  | CUSIP: 60687YBU2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     1043000 | PA      | $920578.79    | 0.04%             | 2031-09-13      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                                  | Mizuho Financial Group Inc                                                                  | CUSIP: 60687YCP2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $204809.61    | 0.01%             | 2029-05-27      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                                  | Mizuho Financial Group Inc                                                                  | CUSIP: 60687YCZ0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |      959000 | PA      | $984776.94    | 0.04%             | 2029-07-06      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| Mizuho Bank Ltd                                                                             | Mizuho Bank Ltd                                                                             | CUSIP: 60688XBR0<br>LEI: RB0PEZSDGCO3JS6CEU02 | Long             | DBT              | CORP              | JP        |      474000 | PA      | $470164.04    | 0.02%             | 2046-04-16      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Mobiliare Latam SA / Mobiliare Latam Mexico SA de CV                                        | Mobiliare Latam SA / Mobiliare Latam Mexico SA de CV                                        | CUSIP: 60742RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     1575000 | PA      | $1580008.50   | 0.07%             | 2032-11-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Molina Healthcare Inc                                                                       | Molina Healthcare Inc                                                                       | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     1120000 | PA      | $1005278.98   | 0.05%             | 2032-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Molina Healthcare Inc                                                                       | Molina Healthcare Inc                                                                       | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     1010000 | PA      | $1008937.58   | 0.05%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Molina Healthcare Inc                                                                       | Molina Healthcare Inc                                                                       | CUSIP: 60855RAN0<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |      320000 | PA      | $325583.93    | 0.01%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                                                  | Mondelez International Inc                                                                  | CUSIP: 609207BH7<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50006.49     | 0.00%             | 2035-05-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Montefiore Obligated Group                                                                  | Montefiore Obligated Group                                                                  | CUSIP: 61237WAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $20432.73     | 0.00%             | 2048-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Moody's Corp                                                                                | Moody's Corp                                                                                | CUSIP: 615369AV7<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |      100000 | PA      | $71035.96     | 0.00%             | 2041-08-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                              | Morgan Stanley                                                                              | CUSIP: 6174468N2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      200000 | PA      | $193618.75    | 0.01%             | 2051-03-24      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                              | Morgan Stanley                                                                              | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      282000 | PA      | $271052.40    | 0.01%             | 2031-04-01      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                              | Morgan Stanley                                                                              | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1556000 | PA      | $1538788.73   | 0.07%             | 2028-07-22      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                              | Morgan Stanley                                                                              | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      672000 | PA      | $581726.32    | 0.03%             | 2036-09-16      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                              | Morgan Stanley                                                                              | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      200000 | PA      | $177356.39    | 0.01%             | 2032-10-20      | Variable      | 2.51%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                              | Morgan Stanley                                                                              | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      795000 | PA      | $795945.65    | 0.04%             | 2037-04-20      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                              | Morgan Stanley                                                                              | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101917.42    | 0.00%             | 2034-07-21      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                              | Morgan Stanley                                                                              | CUSIP: 61747YFJ9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      100000 | PA      | $108957.28    | 0.00%             | 2034-11-01      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                              | Morgan Stanley                                                                              | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1490000 | PA      | $1509806.03   | 0.07%             | 2030-01-16      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                              | Morgan Stanley                                                                              | CUSIP: 61747YFM2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      622000 | PA      | $640429.50    | 0.03%             | 2039-02-07      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                              | Morgan Stanley                                                                              | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      100000 | PA      | $104044.68    | 0.00%             | 2035-04-19      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                              | Morgan Stanley                                                                              | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1226000 | PA      | $1235768.19   | 0.06%             | 2035-07-19      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                              | Morgan Stanley                                                                              | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      224000 | PA      | $223619.28    | 0.01%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                              | Morgan Stanley                                                                              | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101657.77    | 0.00%             | 2031-01-15      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                              | Morgan Stanley                                                                              | CUSIP: 61748UAP7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      497000 | PA      | $483689.99    | 0.02%             | 2041-01-18      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                              | Morgan Stanley                                                                              | CUSIP: 61748UAT9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      100000 | PA      | $97843.11     | 0.00%             | 2037-01-30      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                              | Morgan Stanley                                                                              | CUSIP: 61748UAV4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      600000 | PA      | $598103.20    | 0.03%             | 2030-04-10      | Variable      | 4.56%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                              | Morgan Stanley                                                                              | CUSIP: 61761JZN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      200000 | PA      | $199493.77    | 0.01%             | 2027-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                              | Morgan Stanley                                                                              | CUSIP: 61762V606<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |       59100 | NS      | $1430220.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                                              | Morgan Stanley                                                                              | CUSIP: 61762V853<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |        8715 | NS      | $220228.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                                              | Morgan Stanley                                                                              | CUSIP: 61762V861<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |       11085 | NS      | $193100.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Morgan Stanley                                                                              | Morgan Stanley                                                                              | CUSIP: 61772BAC7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      841000 | PA      | $637553.02    | 0.03%             | 2042-04-22      | Variable      | 3.22%                 | No            |                  2 | On Loan: No      |
| Mosaic Co/The                                                                               | Mosaic Co/The                                                                               | CUSIP: 61945CAJ2<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99417.93     | 0.00%             | 2029-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                                      | Motorola Solutions Inc                                                                      | CUSIP: 620076CC1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51132.67     | 0.00%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                                         | Medline Borrower LP                                                                         | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |      925000 | PA      | $920569.90    | 0.04%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NCL Corp Ltd                                                                                | NCL Corp Ltd                                                                                | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      725000 | PA      | $701677.62    | 0.03%             | 2033-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NLG Global Funding                                                                          | NLG Global Funding                                                                          | CUSIP: 62915W2B8<br>LEI: 635400SKBQOWEJZLTW68 | Long             | DBT              | CORP              | US        |       75000 | PA      | $73662.16     | 0.00%             | 2030-09-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                                                              | NRG Energy Inc                                                                              | CUSIP: 629377CT7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |       50000 | PA      | $54352.35     | 0.00%             | 2033-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                                                              | NRG Energy Inc                                                                              | CUSIP: 629377DE9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      429000 | PA      | $426054.58    | 0.02%             | 2031-04-30      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                                                              | NRG Energy Inc                                                                              | CUSIP: 629377DF6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     1025000 | PA      | $1021312.48   | 0.05%             | 2034-05-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                                                              | NRG Energy Inc                                                                              | CUSIP: 629377DG4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1394710.14   | 0.06%             | 2036-05-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc                                                      | NXP BV / NXP Funding LLC / NXP USA Inc                                                      | CUSIP: 62954HBB3<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      100000 | PA      | $100131.00    | 0.00%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                                            | NTT Finance Corp                                                                            | CUSIP: 62954WAU9<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |      531000 | PA      | $536562.57    | 0.02%             | 2032-07-16      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2026-1PARK                                                    | NYC Commercial Mortgage Trust 2026-1PARK                                                    | CUSIP: 62979QAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      246000 | PA      | $245769.38    | 0.01%             | 2043-02-15      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Narragansett Electric Co/The                                                                | Narragansett Electric Co/The                                                                | CUSIP: 631005BK0<br>LEI: VAI0KZ806W8MCH0BCZ61 | Long             | DBT              | CORP              | US        |      460000 | PA      | $468164.43    | 0.02%             | 2034-05-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                                  | Nasdaq Inc                                                                                  | CUSIP: 63111XAH4<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101868.60    | 0.00%             | 2028-06-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Nassau Cos of New York/The                                                                  | Nassau Cos of New York/The                                                                  | CUSIP: 63155AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3850000 | PA      | $3591591.08   | 0.16%             | 2030-07-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                                                                 | National Australia Bank Ltd                                                                 | CUSIP: 632525AU5<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |      250000 | PA      | $225683.01    | 0.01%             | 2030-08-21      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                                                     | National Bank of Canada                                                                     | CUSIP: 63306AHF6<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $75410.61     | 0.00%             | 2032-08-16      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| National Collegiate Student Loan Trust 2005-2                                               | National Collegiate Student Loan Trust 2005-2                                               | CUSIP: 63543PBU9<br>LEI: 635400WP3MSHUIUNQS85 | Long             | ABS-O            | CORP              | US        |      313979 | PA      | $312016.38    | 0.01%             | 2033-06-25      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| National Collegiate Student Loan Trust 2006-4                                               | National Collegiate Student Loan Trust 2006-4                                               | CUSIP: 63543WAF8<br>LEI: 635400VHKJCABQGBTP36 | Long             | ABS-O            | CORP              | US        |      492000 | PA      | $277776.46    | 0.01%             | 2032-05-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| National Health Investors Inc                                                               | National Health Investors Inc                                                               | CUSIP: 63633DAG9<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | DBT              | CORP              | US        |      155000 | PA      | $154059.96    | 0.01%             | 2033-02-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| National Mentor Holdings Inc                                                                | National Mentor Holdings Inc                                                                | CUSIP: 63688RAF4<br>LEI: 5493004QULJVJP3CNZ62 | Long             | DBT              | CORP              | US        |     2960000 | PA      | $3096587.34   | 0.14%             | 2030-12-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| NNN REIT Inc                                                                                | NNN REIT Inc                                                                                | CUSIP: 637417AS5<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51276.99     | 0.00%             | 2033-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                           | National Rural Utilities Cooperative Finance Corp                                           | CUSIP: 63743HFT4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |      472000 | PA      | $470857.36    | 0.02%             | 2027-09-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                           | National Rural Utilities Cooperative Finance Corp                                           | CUSIP: 63743HFW7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |      244000 | PA      | $245766.93    | 0.01%             | 2028-02-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                           | National Rural Utilities Cooperative Finance Corp                                           | CUSIP: 63743HFZ0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |      239000 | PA      | $237882.40    | 0.01%             | 2028-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                           | National Rural Utilities Cooperative Finance Corp                                           | CUSIP: 63743HGB2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |      820000 | PA      | $815851.01    | 0.04%             | 2027-12-10      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                           | National Rural Utilities Cooperative Finance Corp                                           | CUSIP: 63743HGE6<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |      200000 | PA      | $198548.17    | 0.01%             | 2029-02-09      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Nationwide Mutual Insurance Co                                                              | Nationwide Mutual Insurance Co                                                              | CUSIP: 638671AN7<br>LEI: Z7LVXXWM8HZPKF5T2355 | Long             | DBT              | CORP              | US        |      100000 | PA      | $76394.54     | 0.00%             | 2050-04-30      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                           | NatWest Group PLC                                                                           | CUSIP: 639057AB4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     1320000 | PA      | $1206874.60   | 0.06%             | 2035-11-28      | Variable      | 3.03%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                           | NatWest Group PLC                                                                           | CUSIP: 639057AD0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      800000 | PA      | $732553.28    | 0.03%             | N/A             | Variable      | 4.60%                 | No            |                  2 | On Loan: —       |
| NatWest Group PLC                                                                           | NatWest Group PLC                                                                           | CUSIP: 639057AQ1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     1000000 | PA      | $1104073.00   | 0.05%             | N/A             | Variable      | 8.13%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                           | NatWest Group PLC                                                                           | CUSIP: 639057AS7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      536000 | PA      | $541083.17    | 0.02%             | 2030-08-15      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                           | NatWest Group PLC                                                                           | CUSIP: 639057AT5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $415114.80    | 0.02%             | N/A             | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                           | NatWest Group PLC                                                                           | CUSIP: 639057AW8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     1094000 | PA      | $1059782.20   | 0.05%             | 2047-03-03      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2022-A                                            | Navient Private Education Refi Loan Trust 2022-A                                            | CUSIP: 63942MAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      727483 | PA      | $664049.65    | 0.03%             | 2070-07-15      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                                                  | Navient Student Loan Trust                                                                  | CUSIP: 63942TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1207446 | PA      | $1234590.93   | 0.06%             | 2072-03-15      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust 2023-A                                                            | Nelnet Student Loan Trust 2023-A                                                            | CUSIP: 64032PAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      329416 | PA      | $336172.27    | 0.02%             | 2041-02-20      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust 2023-A                                                            | Nelnet Student Loan Trust 2023-A                                                            | CUSIP: 64032PAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      411770 | PA      | $424823.41    | 0.02%             | 2041-02-20      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust 2021-D                                                            | Nelnet Student Loan Trust 2021-D                                                            | CUSIP: 64034YAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      213908 | PA      | $213071.70    | 0.01%             | 2062-04-20      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| Nestle Holdings Inc                                                                         | Nestle Holdings Inc                                                                         | CUSIP: 641062AZ7<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |      150000 | PA      | $92103.40     | 0.00%             | 2051-09-14      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co                                                                             | Nevada Power Co                                                                             | CUSIP: 641423CE6<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |      100000 | PA      | $64058.21     | 0.00%             | 2050-08-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| New Century Home Equity Loan Trust Series 2003-B                                            | New Century Home Equity Loan Trust Series 2003-B                                            | CUSIP: 64352VES6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       96064 | PA      | $95628.29     | 0.00%             | 2033-10-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| New England Power Co                                                                        | New England Power Co                                                                        | CUSIP: 644188BF0<br>LEI: 549300DTVRGN9GYD5U85 | Long             | DBT              | CORP              | US        |      100000 | PA      | $74308.82     | 0.00%             | 2047-12-05      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| New York Life Insurance Co                                                                  | New York Life Insurance Co                                                                  | CUSIP: 64952GAT5<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |      100000 | PA      | $72995.97     | 0.00%             | 2050-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                                | New York Life Global Funding                                                                | CUSIP: 64952WEY5<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |      341000 | PA      | $344166.65    | 0.02%             | 2028-01-09      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| New York State Electric & Gas Corp                                                          | New York State Electric & Gas Corp                                                          | CUSIP: 649840CV5<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |      449000 | PA      | $469056.26    | 0.02%             | 2033-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Newmont Corp                                                                                | Newmont Corp                                                                                | CUSIP: 651639AZ9<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |      100000 | PA      | $90472.18     | 0.00%             | 2032-07-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                         | NextEra Energy Capital Holdings Inc                                                         | CUSIP: 65339K860<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | EP               | CORP              | US        |      102304 | NS      | $2452226.88   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                         | NextEra Energy Capital Holdings Inc                                                         | CUSIP: 65339KBK5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99687.96     | 0.00%             | 2079-05-01      | Variable      | 5.65%                 | No            |                  2 | On Loan: —       |
| NextEra Energy Capital Holdings Inc                                                         | NextEra Energy Capital Holdings Inc                                                         | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      333000 | PA      | $334459.87    | 0.02%             | 2027-09-01      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                         | NextEra Energy Capital Holdings Inc                                                         | CUSIP: 65339KDK3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      713000 | PA      | $731458.41    | 0.03%             | 2032-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Niagara Mohawk Power Corp                                                                   | Niagara Mohawk Power Corp                                                                   | CUSIP: 65364UAU0<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |       50000 | PA      | $46901.54     | 0.00%             | 2054-01-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                                                                    | NIKE Inc                                                                                    | CUSIP: 654106AL7<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |      100000 | PA      | $79178.84     | 0.00%             | 2040-03-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Nippon Life Insurance Co                                                                    | Nippon Life Insurance Co                                                                    | CUSIP: 654579AN1<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |     1000000 | PA      | $1019035.58   | 0.05%             | 2054-04-16      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Nippon Life Insurance Co                                                                    | Nippon Life Insurance Co                                                                    | CUSIP: 654579AR2<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |      397000 | PA      | $397812.84    | 0.02%             | 2033-04-02      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                                | NiSource Inc                                                                                | CUSIP: 65473PAT2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1851033.60   | 0.08%             | 2055-03-31      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                                | NiSource Inc                                                                                | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |      198000 | PA      | $192549.87    | 0.01%             | 2055-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                                | NiSource Inc                                                                                | CUSIP: 65473QBD4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96715.54     | 0.00%             | 2045-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co Ltd                                                                         | Nissan Motor Co Ltd                                                                         | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |     1200000 | PA      | $1120703.20   | 0.05%             | 2030-09-17      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co Ltd                                                                         | Nissan Motor Co Ltd                                                                         | CUSIP: 654922AB9<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |     1200000 | PA      | $1239922.73   | 0.06%             | 2030-07-17      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                                         | Nomura Holdings Inc                                                                         | CUSIP: 65535HBA6<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $180347.76    | 0.01%             | 2032-01-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                                         | Nomura Holdings Inc                                                                         | CUSIP: 65535HCC1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $206073.60    | 0.01%             | N/A             | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                             | Nordea Bank Abp                                                                             | CUSIP: 65558RAQ2<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |      400000 | PA      | $407618.40    | 0.02%             | N/A             | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                                       | Norfolk Southern Corp                                                                       | CUSIP: 655844CP1<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |      100000 | PA      | $82800.97     | 0.00%             | 2053-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                                       | Norfolk Southern Corp                                                                       | CUSIP: 655844CT3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103976.21    | 0.00%             | 2034-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| North West Redwater Partnership / NWR Financing Co Ltd                                      | North West Redwater Partnership / NWR Financing Co Ltd                                      | CUSIP: 663307AK2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      100000 | PA      | $70824.16     | 0.00%             | 2039-01-10      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                                 | Northern States Power Co/MN                                                                 | CUSIP: 665772CS6<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |      100000 | PA      | $59903.40     | 0.00%             | 2051-06-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                                                         | Northern Trust Corp                                                                         | CUSIP: 665859856<br>LEI: 549300GLF98S992BC502 | Long             | EP               | CORP              | US        |        4858 | NS      | $92836.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corp                                                                         | Northern Trust Corp                                                                         | CUSIP: 665859AU8<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96902.34     | 0.00%             | 2029-05-03      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                                       | Northrop Grumman Corp                                                                       | CUSIP: 666807BT8<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49058.27     | 0.00%             | 2040-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                                       | Northrop Grumman Corp                                                                       | CUSIP: 666807BU5<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |      100000 | PA      | $93019.19     | 0.00%             | 2050-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Northwest Acquisitions ULC / Dominion Finco Inc                                             | Northwest Acquisitions ULC / Dominion Finco Inc                                             | CUSIP: 66727WAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    19888000 | PA      | $198.88       | 0.00%             | 2022-11-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Life Insurance Co/The                                                   | Northwestern Mutual Life Insurance Co/The                                                   | CUSIP: 668138AC4<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |       50000 | PA      | $33390.49     | 0.00%             | 2059-09-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Life Insurance Co/The                                                   | Northwestern Mutual Life Insurance Co/The                                                   | CUSIP: 668138AF7<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |      284000 | PA      | $292757.58    | 0.01%             | 2055-05-29      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Global Funding                                                          | Northwestern Mutual Global Funding                                                          | CUSIP: 66815L2K4<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |      470000 | PA      | $470339.84    | 0.02%             | 2027-09-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Brundage-Bone Concrete Pumping Holdings Inc                                                 | Brundage-Bone Concrete Pumping Holdings Inc                                                 | CUSIP: 66981QAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3750000 | PA      | $3811121.25   | 0.17%             | 2032-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                                       | Novartis Capital Corp                                                                       | CUSIP: 66989HAF5<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |      100000 | PA      | $81531.27     | 0.00%             | 2042-09-21      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                                       | Novartis Capital Corp                                                                       | CUSIP: 66989HAR9<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |      200000 | PA      | $183121.30    | 0.01%             | 2030-08-14      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                                       | Novartis Capital Corp                                                                       | CUSIP: 66989HAU2<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |      443000 | PA      | $435998.62    | 0.02%             | 2031-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                                       | Novartis Capital Corp                                                                       | CUSIP: 66989HBF4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99696.19     | 0.00%             | 2029-03-16      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                                       | Novartis Capital Corp                                                                       | CUSIP: 66989HBG2<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |      828000 | PA      | $826780.70    | 0.04%             | 2031-03-18      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                                       | Novartis Capital Corp                                                                       | CUSIP: 66989HBJ6<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |       75000 | PA      | $74476.08     | 0.00%             | 2036-03-18      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                                       | Novartis Capital Corp                                                                       | CUSIP: 66989HBL1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |      322000 | PA      | $322532.29    | 0.01%             | 2056-03-18      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Novelis Corp                                                                                | Novelis Corp                                                                                | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     2939000 | PA      | $2815511.54   | 0.13%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Novelis Corp                                                                                | Novelis Corp                                                                                | CUSIP: 670001AN6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1405875.80   | 0.06%             | 2033-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                                                  | Nucor Corp                                                                                  | CUSIP: 670346AV7<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |      100000 | PA      | $92482.66     | 0.00%             | 2032-04-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                                                  | Nucor Corp                                                                                  | CUSIP: 670346AY1<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |      518000 | PA      | $519027.67    | 0.02%             | 2027-05-23      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                                                                 | NVIDIA Corp                                                                                 | CUSIP: 67066GAN4<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |      100000 | PA      | $89614.30     | 0.00%             | 2031-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                                 | Nutrien Ltd                                                                                 | CUSIP: 67077MAW8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $140855.20    | 0.01%             | 2030-05-13      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                                 | Nutrien Ltd                                                                                 | CUSIP: 67077MBC1<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |      334000 | PA      | $336732.44    | 0.02%             | 2027-06-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| nVent Finance Sarl                                                                          | nVent Finance Sarl                                                                          | CUSIP: 67078AAD5<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |      150000 | PA      | $149166.02    | 0.01%             | 2028-04-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| nVent Finance Sarl                                                                          | nVent Finance Sarl                                                                          | CUSIP: 67078AAE3<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |      429000 | PA      | $381618.90    | 0.02%             | 2031-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                                                     | O'Reilly Automotive Inc                                                                     | CUSIP: 67103HAF4<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |      937000 | PA      | $927469.30    | 0.04%             | 2027-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| OZLM XV Ltd                                                                                 | OZLM XV Ltd                                                                                 | CUSIP: 67111DBG0<br>LEI: 5493008RJIODIVVGSK16 | Long             | ABS-CBDO         | CORP              | KY        |      297812 | PA      | $297767.01    | 0.01%             | 2033-04-20      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| OAK-Eagle Acquireco Inc                                                                     | OAK-Eagle Acquireco Inc                                                                     | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |     3260000 | PA      | $3359156.29   | 0.15%             | 2033-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| OAK-Eagle Acquireco Inc                                                                     | OAK-Eagle Acquireco Inc                                                                     | CUSIP: 67124CAB9<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |     1550000 | PA      | $1612971.70   | 0.07%             | 2034-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM8 Trust                                                                         | OBX 2025-NQM8 Trust                                                                         | CUSIP: 67449AAA3<br>LEI: 2549006UJL1L84XG2C80 | Long             | ABS-MBS          | CORP              | US        |      545817 | PA      | $548500.30    | 0.03%             | 2065-03-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                                   | Occidental Petroleum Corp                                                                   | CUSIP: 674599CJ2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      932000 | PA      | $741232.55    | 0.03%             | 2046-04-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                                   | Occidental Petroleum Corp                                                                   | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      832000 | PA      | $894100.86    | 0.04%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                                   | Occidental Petroleum Corp                                                                   | CUSIP: 674599EM3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |       50000 | PA      | $48753.83     | 0.00%             | 2054-10-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Oklahoma Gas and Electric Co                                                                | Oklahoma Gas and Electric Co                                                                | CUSIP: 678858BV2<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |      100000 | PA      | $95566.95     | 0.00%             | 2030-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp                                                               | Olympus Water US Holding Corp                                                               | CUSIP: 681639AE0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |     3100000 | PA      | $3030072.68   | 0.14%             | 2033-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc                                                                           | Omnicom Group Inc                                                                           | CUSIP: 681919BC9<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98185.33     | 0.00%             | 2030-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc                                                                           | Omnicom Group Inc                                                                           | CUSIP: 681919BV7<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |      297000 | PA      | $293699.54    | 0.01%             | 2029-03-02      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors Inc                                                              | Omega Healthcare Investors Inc                                                              | CUSIP: 681936BP4<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50380.74     | 0.00%             | 2030-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                              | Oncor Electric Delivery Co LLC                                                              | CUSIP: 68233JBK9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103451.02    | 0.00%             | 2029-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                              | Oncor Electric Delivery Co LLC                                                              | CUSIP: 68233JBV5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |      100000 | PA      | $72475.53     | 0.00%             | 2050-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                              | Oncor Electric Delivery Co LLC                                                              | CUSIP: 68233JCF9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |      434000 | PA      | $421704.85    | 0.02%             | 2032-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC / New Red Finance Inc                                                        | 1011778 BC ULC / New Red Finance Inc                                                        | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     3150000 | PA      | $2996778.90   | 0.14%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                                   | ONEOK Inc                                                                                   | CUSIP: 682680BK8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51940.65     | 0.00%             | 2030-11-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                                   | ONEOK Inc                                                                                   | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      100000 | PA      | $105188.15    | 0.00%             | 2033-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                                   | ONEOK Inc                                                                                   | CUSIP: 682680BN2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102986.26    | 0.00%             | 2053-09-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                                   | ONEOK Inc                                                                                   | CUSIP: 682680CD3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      932000 | PA      | $926284.25    | 0.04%             | 2031-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                                   | ONEOK Inc                                                                                   | CUSIP: 682680DC4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99913.01     | 0.00%             | 2035-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ONEOK Partners LP                                                                           | ONEOK Partners LP                                                                           | CUSIP: 68268NAC7<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |      945000 | PA      | $1023774.01   | 0.05%             | 2036-10-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp                                                                        | OneMain Finance Corp                                                                        | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1195764.05   | 0.05%             | 2030-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp                                                                        | OneMain Finance Corp                                                                        | CUSIP: 682691AE0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2606215.00   | 0.12%             | 2030-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp                                                                        | OneMain Finance Corp                                                                        | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     1925000 | PA      | $1973623.58   | 0.09%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp                                                                        | OneMain Finance Corp                                                                        | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      875000 | PA      | $887292.88    | 0.04%             | 2031-11-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Cadillac Fairview Properties Trust                                        | Ontario Teachers' Cadillac Fairview Properties Trust                                        | CUSIP: 68327LAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      830000 | PA      | $735744.58    | 0.03%             | 2031-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                                 | Oracle Corp                                                                                 | CUSIP: 68389XAH8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96521.30     | 0.00%             | 2039-07-08      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                                 | Oracle Corp                                                                                 | CUSIP: 68389XAW5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     1237000 | PA      | $912109.74    | 0.04%             | 2044-07-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                                 | Oracle Corp                                                                                 | CUSIP: 68389XBF1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      200000 | PA      | $137047.28    | 0.01%             | 2045-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                                 | Oracle Corp                                                                                 | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     1050000 | PA      | $830269.79    | 0.04%             | 2037-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                                 | Oracle Corp                                                                                 | CUSIP: 68389XBQ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      790000 | PA      | $520036.74    | 0.02%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                                 | Oracle Corp                                                                                 | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      100000 | PA      | $72109.09     | 0.00%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                                 | Oracle Corp                                                                                 | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      100000 | PA      | $59872.46     | 0.00%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                                 | Oracle Corp                                                                                 | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      150000 | PA      | $86914.90     | 0.00%             | 2060-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                                 | Oracle Corp                                                                                 | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      100000 | PA      | $88873.45     | 0.00%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                                 | Oracle Corp                                                                                 | CUSIP: 68389XCN3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98030.07     | 0.00%             | 2030-05-06      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                                 | Oracle Corp                                                                                 | CUSIP: 68389XDA0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      444000 | PA      | $423009.37    | 0.02%             | 2035-08-03      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                                 | Oracle Corp                                                                                 | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      526000 | PA      | $507332.49    | 0.02%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                                 | Oracle Corp                                                                                 | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       50000 | PA      | $47543.25     | 0.00%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                                 | Oracle Corp                                                                                 | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      421000 | PA      | $362600.56    | 0.02%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                                 | Oracle Corp                                                                                 | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      896000 | PA      | $750515.17    | 0.03%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                                 | Oracle Corp                                                                                 | CUSIP: 68389XDT9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       20000 | PA      | $16522.43     | 0.00%             | 2065-09-26      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                                 | Oracle Corp                                                                                 | CUSIP: 68389XDY8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      900000 | PA      | $875132.97    | 0.04%             | 2033-05-04      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                                 | Oracle Corp                                                                                 | CUSIP: 68389XEA9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      320000 | PA      | $297598.46    | 0.01%             | 2046-02-04      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                                 | Oracle Corp                                                                                 | CUSIP: 68389XEB7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      423000 | PA      | $389837.81    | 0.02%             | 2056-02-04      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                                   | Orange SA                                                                                   | CUSIP: 685218AD1<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |      542000 | PA      | $531572.83    | 0.02%             | 2031-01-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                                   | Orange SA                                                                                   | CUSIP: 685218AF6<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |      657000 | PA      | $642734.72    | 0.03%             | 2036-01-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                                   | Orange SA                                                                                   | CUSIP: 685218AH2<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |      406000 | PA      | $402507.62    | 0.02%             | 2029-01-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ORIX Corp                                                                                   | ORIX Corp                                                                                   | CUSIP: 686330AN1<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |      100000 | PA      | $89103.86     | 0.00%             | 2031-03-09      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ORIX Corp                                                                                   | ORIX Corp                                                                                   | CUSIP: 686330AR2<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |       50000 | PA      | $50874.27     | 0.00%             | 2032-09-13      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp                                                                         | Otis Worldwide Corp                                                                         | CUSIP: 68902VAM9<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |       50000 | PA      | $34285.40     | 0.00%             | 2050-02-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC / Outfront Media Capital Corp                                    | Outfront Media Capital LLC / Outfront Media Capital Corp                                    | CUSIP: 69007TAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1850000 | PA      | $1800078.68   | 0.08%             | 2030-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC / Outfront Media Capital Corp                                    | Outfront Media Capital LLC / Outfront Media Capital Corp                                    | CUSIP: 69007TAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      350000 | PA      | $341468.33    | 0.02%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                                 | Ovintiv Inc                                                                                 | CUSIP: 69047QAD4<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |       30000 | PA      | $32677.98     | 0.00%             | 2053-07-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                               | Owens Corning                                                                               | CUSIP: 690742AJ0<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98315.86     | 0.00%             | 2029-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                               | Owens Corning                                                                               | CUSIP: 690742AN1<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |      309000 | PA      | $312755.43    | 0.01%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Blue Owl Credit Income Corp                                                                 | Blue Owl Credit Income Corp                                                                 | CUSIP: 69120VAZ4<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49791.36     | 0.00%             | 2031-03-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Blue Owl Technology Finance Corp                                                            | Blue Owl Technology Finance Corp                                                            | CUSIP: 69121JAB3<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100223.12    | 0.00%             | 2029-04-04      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| PECO Energy Co                                                                              | PECO Energy Co                                                                              | CUSIP: 693304BH9<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49531.54     | 0.00%             | 2035-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                                        | PNC Financial Services Group Inc/The                                                        | CUSIP: 693475BE4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      100000 | PA      | $97295.41     | 0.00%             | 2033-06-06      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                                        | PNC Financial Services Group Inc/The                                                        | CUSIP: 693475BF1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      500000 | PA      | $503325.50    | 0.02%             | N/A             | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                                        | PNC Financial Services Group Inc/The                                                        | CUSIP: 693475BM6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100320.48    | 0.00%             | 2034-01-24      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                                        | PNC Financial Services Group Inc/The                                                        | CUSIP: 693475BP9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     2800000 | PA      | $2845351.60   | 0.13%             | N/A             | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                                        | PNC Financial Services Group Inc/The                                                        | CUSIP: 693475BX2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102788.25    | 0.00%             | 2030-05-14      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                                        | PNC Financial Services Group Inc/The                                                        | CUSIP: 693475CF0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      213000 | PA      | $208892.63    | 0.01%             | 2041-01-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| PPG Industries Inc                                                                          | PPG Industries Inc                                                                          | CUSIP: 693506BY2<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |      751000 | PA      | $741532.40    | 0.03%             | 2031-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PPL Capital Funding Inc                                                                     | PPL Capital Funding Inc                                                                     | CUSIP: 69352PAT0<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |      237000 | PA      | $239288.71    | 0.01%             | 2034-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp                                                                       | PACCAR Financial Corp                                                                       | CUSIP: 69371RU38<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99260.89     | 0.00%             | 2029-02-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PR RNO Property Owner 1 LLC                                                                 | PR RNO Property Owner 1 LLC                                                                 | CUSIP: 69393LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1090335.28   | 0.05%             | 2031-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                                 | Pacific Gas and Electric Co                                                                 | CUSIP: 694308HL4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      909000 | PA      | $711357.55    | 0.03%             | 2045-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                                 | Pacific Gas and Electric Co                                                                 | CUSIP: 694308HS9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      150000 | PA      | $148523.04    | 0.01%             | 2027-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                                 | Pacific Gas and Electric Co                                                                 | CUSIP: 694308HY6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      304000 | PA      | $222262.77    | 0.01%             | 2047-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                                 | Pacific Gas and Electric Co                                                                 | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      150000 | PA      | $112214.35    | 0.01%             | 2040-08-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                                 | Pacific Gas and Electric Co                                                                 | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      734000 | PA      | $609621.13    | 0.03%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                                 | Pacific Gas and Electric Co                                                                 | CUSIP: 694308KH9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      100000 | PA      | $104414.54    | 0.00%             | 2053-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                                 | Pacific Gas and Electric Co                                                                 | CUSIP: 694308KL0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       75000 | PA      | $77505.83     | 0.00%             | 2029-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                                 | Pacific Gas and Electric Co                                                                 | CUSIP: 694308KW6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50444.38     | 0.00%             | 2028-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                                 | Pacific Gas and Electric Co                                                                 | CUSIP: 694308KZ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      890000 | PA      | $858690.50    | 0.04%             | 2055-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Pacific Life Insurance Co                                                                   | Pacific Life Insurance Co                                                                   | CUSIP: 69448FAA9<br>LEI: 8WC3XYHE06SQFW7CQK10 | Long             | DBT              | CORP              | US        |       50000 | PA      | $39342.40     | 0.00%             | 2067-10-24      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Pacific Life Insurance Co                                                                   | Pacific Life Insurance Co                                                                   | CUSIP: 69448FAB7<br>LEI: 8WC3XYHE06SQFW7CQK10 | Long             | DBT              | CORP              | US        |      610000 | PA      | $596022.89    | 0.03%             | 2055-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                                  | PacifiCorp                                                                                  | CUSIP: 695114CN6<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      100000 | PA      | $79581.72     | 0.00%             | 2042-02-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                                  | PacifiCorp                                                                                  | CUSIP: 695114CX4<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      682000 | PA      | $437177.87    | 0.02%             | 2051-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Packaging Corp of America                                                                   | Packaging Corp of America                                                                   | CUSIP: 695156AT6<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98454.63     | 0.00%             | 2027-12-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Packaging Corp of America                                                                   | Packaging Corp of America                                                                   | CUSIP: 695156AX7<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |      693000 | PA      | $720793.53    | 0.03%             | 2033-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Panther Escrow Issuer LLC                                                                   | Panther Escrow Issuer LLC                                                                   | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2575000 | PA      | $2587057.93   | 0.12%             | 2031-06-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Papa John's International Inc                                                               | Papa John's International Inc                                                               | CUSIP: 698813AA0<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | DBT              | CORP              | US        |      525000 | PA      | $502526.33    | 0.02%             | 2029-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                                        | Parker-Hannifin Corp                                                                        | CUSIP: 701094AL8<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |       50000 | PA      | $40064.43     | 0.00%             | 2047-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                                                                         | PayPal Holdings Inc                                                                         | CUSIP: 70450YAM5<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |       50000 | PA      | $42769.16     | 0.00%             | 2052-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Pembina Pipeline Corp                                                                       | Pembina Pipeline Corp                                                                       | CUSIP: 70632ZAL5<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $67562.12     | 0.00%             | 2048-03-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Penn Entertainment Inc                                                                      | Penn Entertainment Inc                                                                      | CUSIP: 707569AY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      720000 | PA      | $714056.77    | 0.03%             | 2031-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                                               | Penske Truck Leasing Co Lp / PTL Finance Corp                                               | CUSIP: 709599BR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $101779.51    | 0.00%             | 2027-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                                               | Penske Truck Leasing Co Lp / PTL Finance Corp                                               | CUSIP: 709599BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      786000 | PA      | $825414.34    | 0.04%             | 2030-06-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                                               | Penske Truck Leasing Co Lp / PTL Finance Corp                                               | CUSIP: 709599BW3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      712000 | PA      | $732268.52    | 0.03%             | 2028-08-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                                               | Penske Truck Leasing Co Lp / PTL Finance Corp                                               | CUSIP: 709599BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      292000 | PA      | $297037.88    | 0.01%             | 2029-03-30      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                                               | Penske Truck Leasing Co Lp / PTL Finance Corp                                               | CUSIP: 709599CB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      697000 | PA      | $706713.71    | 0.03%             | 2030-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                                 | PepsiCo Inc                                                                                 | CUSIP: 713448DY1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      250000 | PA      | $246590.73    | 0.01%             | 2027-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                                 | PepsiCo Inc                                                                                 | CUSIP: 713448EM6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      200000 | PA      | $141102.53    | 0.01%             | 2049-07-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                                 | PepsiCo Inc                                                                                 | CUSIP: 713448FL7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      376000 | PA      | $372846.50    | 0.02%             | 2028-02-18      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                                 | PepsiCo Inc                                                                                 | CUSIP: 713448GA0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      559000 | PA      | $563271.01    | 0.03%             | 2028-02-07      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                                 | PepsiCo Inc                                                                                 | CUSIP: 713448GJ1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      491000 | PA      | $494351.32    | 0.02%             | 2032-07-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| Performance Food Group Inc                                                                  | Performance Food Group Inc                                                                  | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     1075000 | PA      | $1089695.25   | 0.05%             | 2032-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Performance Food Group Inc                                                                  | Performance Food Group Inc                                                                  | CUSIP: 71376LAH3<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2937485.04   | 0.13%             | 2034-03-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                                      | Peruvian Government International Bond                                                      | CUSIP: 715638BU5<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     1200000 | PA      | $1199340.00   | 0.05%             | 2027-08-25      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                         | Petroleos Mexicanos                                                                         | CUSIP: 71654QCP5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     3025000 | PA      | $3080281.88   | 0.14%             | 2029-01-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                         | Petroleos Mexicanos                                                                         | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     1535000 | PA      | $1562498.93   | 0.07%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd                                                       | Pfizer Investment Enterprises Pte Ltd                                                       | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |      644000 | PA      | $641237.90    | 0.03%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd                                                       | Pfizer Investment Enterprises Pte Ltd                                                       | CUSIP: 716973AF9<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |      764000 | PA      | $719375.05    | 0.03%             | 2043-05-19      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd                                                       | Pfizer Investment Enterprises Pte Ltd                                                       | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |      656000 | PA      | $607715.07    | 0.03%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd                                                       | Pfizer Investment Enterprises Pte Ltd                                                       | CUSIP: 716973AH5<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |      428000 | PA      | $386982.20    | 0.02%             | 2063-05-19      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                                  | Pfizer Inc                                                                                  | CUSIP: 717081ET6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98084.45     | 0.00%             | 2029-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                                  | Pfizer Inc                                                                                  | CUSIP: 717081EU3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |      100000 | PA      | $86711.15     | 0.00%             | 2039-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                                  | Pfizer Inc                                                                                  | CUSIP: 717081FF5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |       75000 | PA      | $74242.87     | 0.00%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                                  | Pfizer Inc                                                                                  | CUSIP: 717081FJ7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |      556000 | PA      | $554670.08    | 0.03%             | 2027-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                             | Philip Morris International Inc                                                             | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102129.45    | 0.00%             | 2030-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                             | Philip Morris International Inc                                                             | CUSIP: 718172DC0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       75000 | PA      | $76562.62     | 0.00%             | 2028-09-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                             | Philip Morris International Inc                                                             | CUSIP: 718172DE6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      200000 | PA      | $208887.24    | 0.01%             | 2033-09-07      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co                                                                              | Phillips 66 Co                                                                              | CUSIP: 718547AH5<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98902.15     | 0.00%             | 2028-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co                                                                              | Phillips 66 Co                                                                              | CUSIP: 718547AX0<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |      100000 | PA      | $92076.01     | 0.00%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Co Inc                                                                 | Piedmont Natural Gas Co Inc                                                                 | CUSIP: 720186AR6<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99462.51     | 0.00%             | 2035-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Pilgrim's Pride Corp                                                                        | Pilgrim's Pride Corp                                                                        | CUSIP: 72147KAK4<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |      100000 | PA      | $104855.60    | 0.00%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                                          | Plains All American Pipeline LP / PAA Finance Corp                                          | CUSIP: 72650RBC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      368000 | PA      | $300322.78    | 0.01%             | 2043-01-31      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                                          | Plains All American Pipeline LP / PAA Finance Corp                                          | CUSIP: 72650RBH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $43443.84     | 0.00%             | 2045-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Playtika Holding Corp                                                                       | Playtika Holding Corp                                                                       | CUSIP: 72815LAA5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | DBT              | CORP              | US        |     5100000 | PA      | $4393088.95   | 0.20%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc                                                                           | Post Holdings Inc                                                                           | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     4825000 | PA      | $4536167.78   | 0.21%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc                                                                           | Post Holdings Inc                                                                           | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      990000 | PA      | $977290.38    | 0.04%             | 2034-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc                                                                           | Post Holdings Inc                                                                           | CUSIP: 737446AY0<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     1900000 | PA      | $1887509.21   | 0.09%             | 2036-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Prairie Acquiror LP                                                                         | Prairie Acquiror LP                                                                         | CUSIP: 73943NAA4<br>LEI: 254900Q6KU2LVSIISH22 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $3132816.00   | 0.14%             | 2029-08-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| President and Fellows of Harvard College                                                    | President and Fellows of Harvard College                                                    | CUSIP: 740816AQ6<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |       50000 | PA      | $37539.82     | 0.00%             | 2052-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Pricoa Global Funding I                                                                     | Pricoa Global Funding I                                                                     | CUSIP: 74153WCV9<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |      439000 | PA      | $438796.64    | 0.02%             | 2031-08-27      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Principal Funds, Inc - Government Money Market Fund - Class R-6                             | Principal Funds, Inc - Government Money Market Fund - Class R-6                             | CUSIP: 74257B639<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   106932557 | NS      | $106932557.33 | 4.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The                                                                     | Procter & Gamble Co/The                                                                     | CUSIP: 742718GA1<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |      200000 | PA      | $197334.80    | 0.01%             | 2033-01-26      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| PROG Holdings Inc                                                                           | PROG Holdings Inc                                                                           | CUSIP: 74319RAA9<br>LEI: 549300DHYTLBOVRXIG52 | Long             | DBT              | CORP              | US        |     3175000 | PA      | $3102197.25   | 0.14%             | 2029-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                                        | Progressive Corp/The                                                                        | CUSIP: 743315AW3<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |      100000 | PA      | $95726.08     | 0.00%             | 2030-03-26      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Prologis Inc                                                                                | Prologis Inc                                                                                | CUSIP: 74340W202<br>LEI: 529900DFH19P073LZ636 | Long             | EP               | CORP              | US        |       47225 | NS      | $2507647.50   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis LP                                                                                 | Prologis LP                                                                                 | CUSIP: 74340XBM2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |      200000 | PA      | $184169.94    | 0.01%             | 2030-04-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Protective Life Corp                                                                        | Protective Life Corp                                                                        | CUSIP: 743674BF9<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49550.69     | 0.00%             | 2031-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Providence St Joseph Health Obligated Group                                                 | Providence St Joseph Health Obligated Group                                                 | CUSIP: 743820AG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $51197.76     | 0.00%             | 2032-10-01      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Provincia de Cordoba                                                                        | Provincia de Cordoba                                                                        | CUSIP: 74408DAG9<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | AR        |     1525000 | PA      | $1473531.25   | 0.07%             | 2035-02-03      | Fixed         | 8.60%                 | No            |                  2 | On Loan: No      |
| Province of Santa Fe                                                                        | Province of Santa Fe                                                                        | CUSIP: 74409AAE9<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |     1375000 | PA      | $1347500.00   | 0.06%             | 2034-12-11      | Fixed         | 8.10%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                                    | Prudential Financial Inc                                                                    | CUSIP: 744320805<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EP               | CORP              | US        |        5000 | NS      | $116600.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial Inc                                                                    | Prudential Financial Inc                                                                    | CUSIP: 744320870<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EP               | CORP              | US        |        7597 | NS      | $181948.15    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial Inc                                                                    | Prudential Financial Inc                                                                    | CUSIP: 744320BA9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |      150000 | PA      | $112513.24    | 0.01%             | 2049-12-07      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                                    | Prudential Financial Inc                                                                    | CUSIP: 744320BF8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |      212000 | PA      | $210802.54    | 0.01%             | 2048-09-15      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                                    | Prudential Financial Inc                                                                    | CUSIP: 744320BH4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |      100000 | PA      | $92232.15     | 0.00%             | 2050-10-01      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                                    | Prudential Financial Inc                                                                    | CUSIP: 744320BP6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |      500000 | PA      | $514852.00    | 0.02%             | 2054-03-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Prudential Funding Asia PLC                                                                 | Prudential Funding Asia PLC                                                                 | CUSIP: 744330AA9<br>LEI: 2549005TNASWKLR0XC37 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $95437.31     | 0.00%             | 2030-04-14      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                               | Public Service Co of Colorado                                                               | CUSIP: 744448CP4<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |      531000 | PA      | $524283.26    | 0.02%             | 2028-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                               | Public Service Co of Colorado                                                               | CUSIP: 744448CQ2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |      711000 | PA      | $553561.49    | 0.03%             | 2048-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                               | Public Service Co of Colorado                                                               | CUSIP: 744448CT6<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |      100000 | PA      | $88623.01     | 0.00%             | 2031-01-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                               | Public Service Co of Colorado                                                               | CUSIP: 744448CU3<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     1513000 | PA      | $892727.92    | 0.04%             | 2051-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                               | Public Service Co of Colorado                                                               | CUSIP: 744448DC2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49734.19     | 0.00%             | 2035-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Oklahoma                                                               | Public Service Co of Oklahoma                                                               | CUSIP: 744533BM1<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |      643000 | PA      | $565404.73    | 0.03%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Oklahoma                                                               | Public Service Co of Oklahoma                                                               | CUSIP: 744533BS8<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50349.48     | 0.00%             | 2036-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                                          | Public Service Electric and Gas Co                                                          | CUSIP: 74456QCS3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99419.48     | 0.00%             | 2034-08-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                                          | Public Service Electric and Gas Co                                                          | CUSIP: 74456QCY0<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49065.49     | 0.00%             | 2056-01-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc                                                         | Public Service Enterprise Group Inc                                                         | CUSIP: 744573AU0<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |      100000 | PA      | $88947.76     | 0.00%             | 2031-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Public Storage                                                                              | Public Storage                                                                              | CUSIP: 74460W446<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |       13699 | NS      | $211923.53    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                                                              | Public Storage                                                                              | CUSIP: 74460W461<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |       83560 | NS      | $1329439.60   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                                                              | Public Storage                                                                              | CUSIP: 74460W537<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |       96000 | NS      | $1558080.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                                                              | Public Storage                                                                              | CUSIP: 74460W552<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |       10486 | NS      | $193571.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                                                              | Public Storage                                                                              | CUSIP: 74460W594<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |       28130 | NS      | $521248.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                                                              | Public Storage                                                                              | CUSIP: 74460W644<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |       51653 | NS      | $1154961.08   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Puget Energy Inc                                                                            | Puget Energy Inc                                                                            | CUSIP: 745310AK8<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |      100000 | PA      | $97021.20     | 0.00%             | 2030-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy Inc                                                                      | Puget Sound Energy Inc                                                                      | CUSIP: 745332CN4<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |      382000 | PA      | $374213.25    | 0.02%             | 2054-06-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy Inc                                                                      | Puget Sound Energy Inc                                                                      | CUSIP: 745332CP9<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |       50000 | PA      | $48202.23     | 0.00%             | 2055-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Puma International Financing SA                                                             | Puma International Financing SA                                                             | CUSIP: 74588YAB6<br>LEI: 222100YFBPO7IDRUBR17 | Long             | DBT              | CORP              | LU        |      975000 | PA      | $1001669.19   | 0.05%             | 2029-04-25      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Qorvo Inc                                                                                   | Qorvo Inc                                                                                   | CUSIP: 74736KAH4<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98079.00     | 0.00%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Qnity Electronics Inc                                                                       | Qnity Electronics Inc                                                                       | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     1875000 | PA      | $1918361.25   | 0.09%             | 2033-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                                | QUALCOMM Inc                                                                                | CUSIP: 747525AK9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |      100000 | PA      | $89214.63     | 0.00%             | 2045-05-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                                | QUALCOMM Inc                                                                                | CUSIP: 747525BV4<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |      356000 | PA      | $358533.06    | 0.02%             | 2032-05-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Quanta Services Inc                                                                         | Quanta Services Inc                                                                         | CUSIP: 74762EAF9<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |      545000 | PA      | $507584.03    | 0.02%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Quanta Services Inc                                                                         | Quanta Services Inc                                                                         | CUSIP: 74762EAH5<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |      528000 | PA      | $463634.05    | 0.02%             | 2032-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Quanta Services Inc                                                                         | Quanta Services Inc                                                                         | CUSIP: 74762EAJ1<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |      459000 | PA      | $335678.27    | 0.02%             | 2041-10-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Quanta Services Inc                                                                         | Quanta Services Inc                                                                         | CUSIP: 74762EAP7<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |      363000 | PA      | $361457.84    | 0.02%             | 2035-08-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                                                       | Quest Diagnostics Inc                                                                       | CUSIP: 74834LBG4<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |      534000 | PA      | $532039.17    | 0.02%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                                         | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                                         | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      475000 | PA      | $440989.43    | 0.02%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                                       | Quikrete Holdings Inc                                                                       | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |      890000 | PA      | $904042.45    | 0.04%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                                       | Quikrete Holdings Inc                                                                       | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     1440000 | PA      | $1460253.28   | 0.07%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RPM International Inc                                                                       | RPM International Inc                                                                       | CUSIP: 749685AY9<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |      100000 | PA      | $90220.15     | 0.00%             | 2032-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ROCK Trust 2024-CNTR                                                                        | ROCK Trust 2024-CNTR                                                                        | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      225000 | PA      | $228290.72    | 0.01%             | 2041-11-13      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                                    | Cooperatieve Rabobank UA                                                                    | CUSIP: 74977RDV3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      250000 | PA      | $252444.77    | 0.01%             | 2031-05-27      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| Rfna LP                                                                                     | Rfna LP                                                                                     | CUSIP: 74984AAA0<br>LEI: 2549002A4GSOTYKKHR45 | Long             | DBT              | CORP              | US        |     3475000 | PA      | $3449098.39   | 0.16%             | 2030-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP / RHP Finance Corp                                                  | RHP Hotel Properties LP / RHP Finance Corp                                                  | CUSIP: 74984CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1900000 | PA      | $1888614.95   | 0.09%             | 2034-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RWE Finance US LLC                                                                          | RWE Finance US LLC                                                                          | CUSIP: 749983AB8<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | US        |      976000 | PA      | $976398.28    | 0.04%             | 2054-04-16      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| RWE Finance US LLC                                                                          | RWE Finance US LLC                                                                          | CUSIP: 749983AE2<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | US        |      670000 | PA      | $637902.13    | 0.03%             | 2055-09-18      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Real Alloy Holding Inc                                                                      | Real Alloy Holding Inc                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |         300 | NS      | $15389551.98  | 0.70%             |  |  |  | No            |                  3 | On Loan: No      |
| RALI Series 2006-QS12 Trust                                                                 | RALI Series 2006-QS12 Trust                                                                 | CUSIP: 751151AL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2287401 | PA      | $1727794.68   | 0.08%             | 2036-09-25      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| Raven Acquisition Holdings LLC                                                              | Raven Acquisition Holdings LLC                                                              | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2410000 | PA      | $2385662.86   | 0.11%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Raymond James Financial Inc                                                                 | Raymond James Financial Inc                                                                 | CUSIP: 754730AG4<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100681.44    | 0.00%             | 2030-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                                    | RTX Corp                                                                                    | CUSIP: 75513ECU3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      200000 | PA      | $207217.90    | 0.01%             | 2029-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Real Hero Merger Sub 2 Inc                                                                  | Real Hero Merger Sub 2 Inc                                                                  | CUSIP: 75602BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5275000 | PA      | $2169343.75   | 0.10%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                                          | Realty Income Corp                                                                          | CUSIP: 756109AT1<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |      100000 | PA      | $85839.90     | 0.00%             | 2047-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| Regency Centers LP                                                                          | Regency Centers LP                                                                          | CUSIP: 75884RBB8<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101183.08    | 0.00%             | 2034-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp                                                                      | Regions Financial Corp                                                                      | CUSIP: 7591EP704<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EP               | CORP              | US        |       39877 | NS      | $990544.68    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corp                                                                      | Regions Financial Corp                                                                      | CUSIP: 7591EP860<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EP               | CORP              | US        |        5900 | NS      | $151866.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corp                                                                      | Regions Financial Corp                                                                      | CUSIP: 7591EP886<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EP               | CORP              | US        |       15000 | NS      | $250800.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corp                                                                      | Regions Financial Corp                                                                      | CUSIP: 7591EPAE0<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |      964000 | PA      | $1094736.48   | 0.05%             | 2037-12-10      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp                                                                      | Regions Financial Corp                                                                      | CUSIP: 7591EPAU4<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |      538000 | PA      | $552815.51    | 0.03%             | 2030-06-06      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America Inc                                                            | Reinsurance Group of America Inc                                                            | CUSIP: 759351AP4<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |      100000 | PA      | $93840.69     | 0.00%             | 2030-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America Inc                                                            | Reinsurance Group of America Inc                                                            | CUSIP: 759351AS8<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51135.31     | 0.00%             | 2034-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America Inc                                                            | Reinsurance Group of America Inc                                                            | CUSIP: 759351AT6<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |     1900000 | PA      | $1927721.00   | 0.09%             | 2055-09-15      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| Upbound Group Inc                                                                           | Upbound Group Inc                                                                           | CUSIP: 76009NAL4<br>LEI: 529900QUHE15UQNCCJ63 | Long             | DBT              | CORP              | US        |     4325000 | PA      | $4273894.11   | 0.20%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                                       | Republic Services Inc                                                                       | CUSIP: 760759BC3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100924.66    | 0.00%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RALI Series 2005-QS17 Trust                                                                 | RALI Series 2005-QS17 Trust                                                                 | CUSIP: 761118PS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      803276 | PA      | $702368.17    | 0.03%             | 2035-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RALI Series 2005-QS17 Trust                                                                 | RALI Series 2005-QS17 Trust                                                                 | CUSIP: 761118PU6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      551594 | PA      | $482302.42    | 0.02%             | 2035-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Resideo Funding Inc                                                                         | Resideo Funding Inc                                                                         | CUSIP: 76119LAD3<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |     3350000 | PA      | $3380806.60   | 0.15%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RioCan Real Estate Investment Trust                                                         | RioCan Real Estate Investment Trust                                                         | CUSIP: 766910BK8<br>LEI: 549300S8HVUSEU3JBY60 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $75591.71     | 0.00%             | 2027-10-06      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA PLC                                                                   | Rio Tinto Finance USA PLC                                                                   | CUSIP: 76720AAW6<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $100677.95    | 0.00%             | 2065-03-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| RB Global Holdings Inc                                                                      | RB Global Holdings Inc                                                                      | CUSIP: 76774LAC1<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |      525000 | PA      | $545096.75    | 0.02%             | 2031-03-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Rivers Enterprise Borrower LLC / Rivers Enterprise Finance Corp                             | Rivers Enterprise Borrower LLC / Rivers Enterprise Finance Corp                             | CUSIP: 76883NAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3675000 | PA      | $3752310.98   | 0.17%             | 2033-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Roche Holdings Inc                                                                          | Roche Holdings Inc                                                                          | CUSIP: 771196BY7<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |      200000 | PA      | $119995.38    | 0.01%             | 2051-12-13      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Roche Holdings Inc                                                                          | Roche Holdings Inc                                                                          | CUSIP: 771196CG5<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |     1921000 | PA      | $2004573.43   | 0.09%             | 2030-11-13      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Roche Holdings Inc                                                                          | Roche Holdings Inc                                                                          | CUSIP: 771196CK6<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |      971000 | PA      | $991199.39    | 0.05%             | 2031-03-08      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Roche Holdings Inc                                                                          | Roche Holdings Inc                                                                          | CUSIP: 771196CT7<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |      550000 | PA      | $541381.50    | 0.02%             | 2032-12-02      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Rocket Cos Inc                                                                              | Rocket Cos Inc                                                                              | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      500000 | PA      | $507417.50    | 0.02%             | 2030-08-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Rocket Cos Inc                                                                              | Rocket Cos Inc                                                                              | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1113414.50   | 0.05%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Rocket Cos Inc                                                                              | Rocket Cos Inc                                                                              | CUSIP: 77311WAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1629902.40   | 0.07%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Rocket Cos Inc                                                                              | Rocket Cos Inc                                                                              | CUSIP: 77311WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      575000 | PA      | $594334.38    | 0.03%             | 2032-02-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO 2019-2 Ltd                                                               | Rockford Tower CLO 2019-2 Ltd                                                               | CUSIP: 77341GAS9<br>LEI: 549300IG5M07NI4QKK80 | Long             | ABS-CBDO         | CORP              | KY        |      417377 | PA      | $417460.00    | 0.02%             | 2032-08-20      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                                   | Rogers Communications Inc                                                                   | CUSIP: 775109CK5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $78839.02     | 0.00%             | 2052-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                                   | Rogers Communications Inc                                                                   | CUSIP: 775109DF5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |       50000 | PA      | $49765.60     | 0.00%             | 2034-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Romark CLO II Ltd                                                                           | Romark CLO II Ltd                                                                           | CUSIP: 77587EAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       41779 | PA      | $41772.59     | 0.00%             | 2031-07-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                                                      | Roper Technologies Inc                                                                      | CUSIP: 776696AK2<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |      386000 | PA      | $383161.70    | 0.02%             | 2028-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                                                      | Roper Technologies Inc                                                                      | CUSIP: 776743AF3<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |      200000 | PA      | $198446.01    | 0.01%             | 2028-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                        | Royal Bank of Canada                                                                        | CUSIP: 779926NA8<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $73964.74     | 0.00%             | 2035-07-03      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                        | Royal Bank of Canada                                                                        | CUSIP: 780082AR4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $519503.50    | 0.02%             | 2084-05-02      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                        | Royal Bank of Canada                                                                        | CUSIP: 780082AT0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     2500000 | PA      | $2417999.50   | 0.11%             | 2084-11-24      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                        | Royal Bank of Canada                                                                        | CUSIP: 780082AV5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $407076.00    | 0.02%             | 2085-08-24      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                        | Royal Bank of Canada                                                                        | CUSIP: 780082AY9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     4600000 | PA      | $4534536.02   | 0.21%             | 2085-11-24      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                        | Royal Bank of Canada                                                                        | CUSIP: 780082BA0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      600000 | PA      | $594130.56    | 0.03%             | 2086-05-24      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                        | Royal Bank of Canada                                                                        | CUSIP: 780086UL6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $110033.86    | 0.01%             | 2032-05-03      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                           | NatWest Group PLC                                                                           | CUSIP: 78009PEH0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $202281.25    | 0.01%             | 2030-01-27      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd                                                                 | Royal Caribbean Cruises Ltd                                                                 | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      100000 | PA      | $101532.50    | 0.00%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                        | Royal Bank of Canada                                                                        | CUSIP: 78016HZW3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $204824.35    | 0.01%             | 2034-02-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                        | Royal Bank of Canada                                                                        | CUSIP: 78017DAT5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      800000 | PA      | $796638.34    | 0.04%             | 2030-04-17      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                                          | Royalty Pharma PLC                                                                          | CUSIP: 78081BAN3<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |      895000 | PA      | $784726.58    | 0.04%             | 2031-09-02      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                                          | Royalty Pharma PLC                                                                          | CUSIP: 78081BAP8<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $65596.85     | 0.00%             | 2051-09-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                                          | Royalty Pharma PLC                                                                          | CUSIP: 78081BAQ6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |      316000 | PA      | $321431.29    | 0.01%             | 2029-09-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                                            | Ryder System Inc                                                                            | CUSIP: 78355HKW8<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101601.94    | 0.00%             | 2028-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SBL Holdings Inc                                                                            | SBL Holdings Inc                                                                            | CUSIP: 78397DAE8<br>LEI: 635400MJW3QDSBJRKQ59 | Long             | DBT              | CORP              | US        |       75000 | PA      | $71775.60     | 0.00%             | 2028-09-26      | Fixed         | 5.90%                 | No            |                  2 | On Loan: —       |
| S&P Global Inc                                                                              | S&P Global Inc                                                                              | CUSIP: 78409VBJ2<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |      559000 | PA      | $539217.02    | 0.02%             | 2029-03-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                              | S&P Global Inc                                                                              | CUSIP: 78409VBL7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |      100000 | PA      | $73409.49     | 0.00%             | 2052-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                              | S&P Global Inc                                                                              | CUSIP: 78409VBT0<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |      340000 | PA      | $335352.68    | 0.02%             | 2031-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SCIH Salt Holdings Inc                                                                      | SCIH Salt Holdings Inc                                                                      | CUSIP: 78433BAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      380000 | PA      | $377191.80    | 0.02%             | 2029-05-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| SLM Private Credit Student Loan Trust 2003-A                                                | SLM Private Credit Student Loan Trust 2003-A                                                | CUSIP: 78443CAH7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1939289 | PA      | $790870.65    | 0.04%             | 2032-06-15      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| SLM Private Credit Student Loan Trust 2003-B                                                | SLM Private Credit Student Loan Trust 2003-B                                                | CUSIP: 78443CAR5<br>LEI: 549300BLEHJGFV7XSO25 | Long             | ABS-O            | CORP              | US        |      661148 | PA      | $178575.57    | 0.01%             | 2033-03-15      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| SLM Private Credit Student Loan Trust 2003-C                                                | SLM Private Credit Student Loan Trust 2003-C                                                | CUSIP: 78443CBE3<br>LEI: 549300IQIXBXDNPLSE92 | Long             | ABS-O            | CORP              | US        |      511146 | PA      | $108924.03    | 0.00%             | 2032-09-15      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| SLM Private Credit Student Loan Trust 2005-A                                                | SLM Private Credit Student Loan Trust 2005-A                                                | CUSIP: 78443CBV5<br>LEI: 549300ZTEFT8CS12SF95 | Long             | ABS-O            | CORP              | US        |      266218 | PA      | $264338.19    | 0.01%             | 2038-12-15      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| SLM Private Credit Student Loan Trust 2005-B                                                | SLM Private Credit Student Loan Trust 2005-B                                                | CUSIP: 78443CCB8<br>LEI: 549300FE2YWO5PJ3Q820 | Long             | ABS-O            | CORP              | US        |      825187 | PA      | $814464.72    | 0.04%             | 2039-06-15      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| SLM Private Credit Student Loan Trust 2006-A                                                | SLM Private Credit Student Loan Trust 2006-A                                                | CUSIP: 78443CCL6<br>LEI: 549300I2YWZ9E1B0EY33 | Long             | ABS-O            | CORP              | US        |     1128593 | PA      | $1106848.72   | 0.05%             | 2039-06-15      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| SLM Private Credit Student Loan Trust 2006-B                                                | SLM Private Credit Student Loan Trust 2006-B                                                | CUSIP: 78443CCY8<br>LEI: 549300MJYMBTZU2FTV38 | Long             | ABS-O            | CORP              | US        |      400184 | PA      | $392470.90    | 0.02%             | 2039-12-15      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| SLM Private Credit Student Loan Trust 2007-A                                                | SLM Private Credit Student Loan Trust 2007-A                                                | CUSIP: 78443DAD4<br>LEI: 549300T563MF7L069881 | Long             | ABS-O            | CORP              | US        |     1184552 | PA      | $1170430.02   | 0.05%             | 2041-12-16      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust 2008-2                                                               | SLM Student Loan Trust 2008-2                                                               | CUSIP: 784442AC9<br>LEI: 549300MHMWVKFEDI8G73 | Long             | ABS-O            | CORP              | US        |       83118 | PA      | $83118.48     | 0.00%             | 2026-07-27      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust 2008-3                                                               | SLM Student Loan Trust 2008-3                                                               | CUSIP: 78444GAC8<br>LEI: 549300OORAXMFXOHG132 | Long             | ABS-O            | CORP              | US        |     1372604 | PA      | $1368394.74   | 0.06%             | 2028-07-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust 2008-5                                                               | SLM Student Loan Trust 2008-5                                                               | CUSIP: 78444YAD7<br>LEI: 549300SRMXHPGI3BJ386 | Long             | ABS-O            | CORP              | US        |      970513 | PA      | $974590.16    | 0.04%             | 2027-10-25      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2014-A                                                     | SMB Private Education Loan Trust 2014-A                                                     | CUSIP: 784456AF2<br>LEI: 549300XC4C7GRVLU6076 | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $90260.21     | 0.00%             | 2045-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust 2008-4                                                               | SLM Student Loan Trust 2008-4                                                               | CUSIP: 78445AAD8<br>LEI: 549300EQOYJZL2D96G46 | Long             | ABS-O            | CORP              | US        |      171993 | PA      | $172354.25    | 0.01%             | 2028-01-25      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust 2008-6                                                               | SLM Student Loan Trust 2008-6                                                               | CUSIP: 78445CAD4<br>LEI: 549300JQFJDGC1WO7674 | Long             | ABS-O            | CORP              | US        |     1654910 | PA      | $1647543.16   | 0.08%             | 2029-04-25      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2021-A                                                     | SMB Private Education Loan Trust 2021-A                                                     | CUSIP: 78448YAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      704361 | PA      | $687668.87    | 0.03%             | 2053-01-15      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| SM Energy Co                                                                                | SM Energy Co                                                                                | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1231822.80   | 0.06%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| SM Energy Co                                                                                | SM Energy Co                                                                                | CUSIP: 78454LAZ3<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     1925000 | PA      | $1951613.13   | 0.09%             | 2034-04-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies Inc                                                                       | SS&C Technologies Inc                                                                       | CUSIP: 78466CAD8<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1416565.71   | 0.06%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SV RNO Property Owner 1 LLC                                                                 | SV RNO Property Owner 1 LLC                                                                 | CUSIP: 78488XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1250000 | PA      | $1226435.86   | 0.06%             | 2031-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Saavi Energia Sarl                                                                          | Saavi Energia Sarl                                                                          | CUSIP: 78518PAA3<br>LEI: 254900A2V0IO8K56UH35 | Long             | DBT              | CORP              | LU        |     2775000 | PA      | $3086632.50   | 0.14%             | 2035-02-10      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                                | Sabine Pass Liquefaction LLC                                                                | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99559.51     | 0.00%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                                | Sabine Pass Liquefaction LLC                                                                | CUSIP: 785592AZ9<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |      409683 | PA      | $426582.81    | 0.02%             | 2037-09-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Sagen MI Canada Inc                                                                         | Sagen MI Canada Inc                                                                         | CUSIP: 786688AA9<br>LEI: 549300YDFEOS1DI1X211 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $69590.31     | 0.00%             | 2031-03-05      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                                                              | Salesforce Inc                                                                              | CUSIP: 79466LAJ3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |      150000 | PA      | $130776.06    | 0.01%             | 2031-07-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                                                              | Salesforce Inc                                                                              | CUSIP: 79466LAR5<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |      650000 | PA      | $651266.00    | 0.03%             | 2029-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                                                              | Salesforce Inc                                                                              | CUSIP: 79466LAU8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49861.88     | 0.00%             | 2036-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                                                              | Salesforce Inc                                                                              | CUSIP: 79466LAV6<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49974.56     | 0.00%             | 2046-03-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                                                              | Salesforce Inc                                                                              | CUSIP: 79466LAW4<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |      370000 | PA      | $367401.50    | 0.02%             | 2056-03-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Sammons Financial Group Inc                                                                 | Sammons Financial Group Inc                                                                 | CUSIP: 79588TAF7<br>LEI: 254900SHCOQLVJ21CT59 | Long             | DBT              | CORP              | US        |       50000 | PA      | $52948.32     | 0.00%             | 2034-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                                 | San Diego Gas & Electric Co                                                                 | CUSIP: 797440CE2<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101343.13    | 0.00%             | 2028-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                                 | San Diego Gas & Electric Co                                                                 | CUSIP: 797440CG7<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50841.83     | 0.00%             | 2035-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Sands China Ltd                                                                             | Sands China Ltd                                                                             | CUSIP: 80007RAE5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $202292.00    | 0.01%             | 2028-08-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                             | Santander UK Group Holdings PLC                                                             | CUSIP: 80281LAT2<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $206282.25    | 0.01%             | 2029-01-10      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc                                                                  | Santander Holdings USA Inc                                                                  | CUSIP: 80282KBG0<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103438.28    | 0.00%             | 2029-06-12      | Variable      | 6.57%                 | No            |                  2 | On Loan: —       |
| Santander Drive Auto Receivables Trust 2025-2                                               | Santander Drive Auto Receivables Trust 2025-2                                               | CUSIP: 80287NAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      298234 | PA      | $298413.28    | 0.01%             | 2028-06-15      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-3                                               | Santander Drive Auto Receivables Trust 2025-3                                               | CUSIP: 80288JAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      416382 | PA      | $417082.76    | 0.02%             | 2028-10-16      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-4                                               | Santander Drive Auto Receivables Trust 2025-4                                               | CUSIP: 802923AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      974954 | PA      | $975797.85    | 0.04%             | 2029-01-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Santos Finance Ltd                                                                          | Santos Finance Ltd                                                                          | CUSIP: 803014AC3<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |       50000 | PA      | $50588.01     | 0.00%             | 2035-11-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Sasol Financing USA LLC                                                                     | Sasol Financing USA LLC                                                                     | CUSIP: 80386WAG0<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |      850000 | PA      | $897676.50    | 0.04%             | 2033-04-10      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Schlumberger Holdings Corp                                                                  | Schlumberger Holdings Corp                                                                  | CUSIP: 806851AK7<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99259.69     | 0.00%             | 2028-05-17      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                                     | Charles Schwab Corp/The                                                                     | CUSIP: 808513CD5<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102595.81    | 0.00%             | 2029-05-19      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                                     | Charles Schwab Corp/The                                                                     | CUSIP: 808513CH6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |      100000 | PA      | $106740.01    | 0.00%             | 2034-08-24      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                                     | Charles Schwab Corp/The                                                                     | CUSIP: 808513CM5<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     5700000 | PA      | $5702527.44   | 0.26%             | N/A             | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| Scientific Games Holdings LP/Scientific Games US FinCo Inc                                  | Scientific Games Holdings LP/Scientific Games US FinCo Inc                                  | CUSIP: 80874DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4680000 | PA      | $3949556.83   | 0.18%             | 2030-03-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Select Medical Corp                                                                         | Select Medical Corp                                                                         | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |     2845000 | PA      | $2762573.52   | 0.13%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                                      | Sempra                                                                                      | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |       75000 | PA      | $73913.82     | 0.00%             | 2052-04-01      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                                      | Sempra                                                                                      | CUSIP: 816851BV0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50513.70     | 0.00%             | 2055-04-01      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                                      | Sempra                                                                                      | CUSIP: 816851BX6<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |      526000 | PA      | $519612.41    | 0.02%             | 2036-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                                    | Service Properties Trust                                                                    | CUSIP: 81761LAC6<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     2225000 | PA      | $2341360.83   | 0.11%             | 2031-11-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| 7-Eleven Inc                                                                                | 7-Eleven Inc                                                                                | CUSIP: 817826AF7<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |      100000 | PA      | $67114.58     | 0.00%             | 2041-02-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc                                                                        | Shell Finance US Inc                                                                        | CUSIP: 822905AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $84620.58     | 0.00%             | 2045-05-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc                                                                        | Shell Finance US Inc                                                                        | CUSIP: 822905AN5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      425000 | PA      | $420107.97    | 0.02%             | 2030-11-06      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc                                                                        | Shell Finance US Inc                                                                        | CUSIP: 822905BB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       75000 | PA      | $48008.84     | 0.00%             | 2051-11-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                                                     | Sherwin-Williams Co/The                                                                     | CUSIP: 824348BN5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |      100000 | PA      | $87255.12     | 0.00%             | 2032-03-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                                       | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                                       | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6225000 | PA      | $6212699.40   | 0.28%             | 2032-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Siemens Funding BV                                                                          | Siemens Funding BV                                                                          | CUSIP: 82622RAC0<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $201490.34    | 0.01%             | 2030-05-28      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Siemens Funding BV                                                                          | Siemens Funding BV                                                                          | CUSIP: 82622RAD8<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |      469000 | PA      | $477687.89    | 0.02%             | 2032-05-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Siemens Funding BV                                                                          | Siemens Funding BV                                                                          | CUSIP: 82622RAF3<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |      290000 | PA      | $293667.94    | 0.01%             | 2055-05-28      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Siemens Funding BV                                                                          | Siemens Funding BV                                                                          | CUSIP: 82622RAG1<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |      274000 | PA      | $278831.66    | 0.01%             | 2065-05-28      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Silk Road Group Holding LLC                                                                 | Silk Road Group Holding LLC                                                                 | CUSIP: 82710NAA6<br>LEI: 254900J9KTY8FE4C8227 | Long             | DBT              | CORP              | GE        |     3450000 | PA      | $3475819.80   | 0.16%             | 2030-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                                     | Simon Property Group LP                                                                     | CUSIP: 828807DV6<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99831.76     | 0.00%             | 2053-03-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                                                         | Sirius XM Radio LLC                                                                         | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     1475000 | PA      | $1372471.57   | 0.06%             | 2030-07-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp                                                                | Six Flags Entertainment Corp                                                                | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |     1070000 | PA      | $1055023.42   | 0.05%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp /Six Flags Theme Parks Inc/ Canada's Wonderland Co             | Six Flags Entertainment Corp /Six Flags Theme Parks Inc/ Canada's Wonderland Co             | CUSIP: 83002YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      870000 | PA      | $885475.56    | 0.04%             | 2032-05-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                                                   | South Bow USA Infrastructure Holdings LLC                                                   | CUSIP: 83007CAF9<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49823.65     | 0.00%             | 2034-10-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| SmartCentres Real Estate Investment Trust                                                   | SmartCentres Real Estate Investment Trust                                                   | CUSIP: 83179XAR9<br>LEI: 549300HKEP2IYWZ14H97 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $75970.85     | 0.00%             | 2030-08-01      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Smithfield Foods Inc                                                                        | Smithfield Foods Inc                                                                        | CUSIP: 832248BD9<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |      100000 | PA      | $88168.82     | 0.00%             | 2031-09-13      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| J M Smucker Co/The                                                                          | J M Smucker Co/The                                                                          | CUSIP: 832696AX6<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |       50000 | PA      | $53321.39     | 0.00%             | 2033-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                                         | Societe Generale SA                                                                         | CUSIP: 83368RBB7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $145246.58    | 0.01%             | 2041-03-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                                         | Societe Generale SA                                                                         | CUSIP: 83370RAD0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $658090.80    | 0.03%             | N/A             | Variable      | 8.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                                         | Societe Generale SA                                                                         | CUSIP: 83371GAA9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $218597.00    | 0.01%             | N/A             | Variable      | 10.00%                | No            |                  2 | On Loan: No      |
| Solventum Corp                                                                              | Solventum Corp                                                                              | CUSIP: 83444MAS0<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |       50000 | PA      | $48499.04     | 0.00%             | 2054-04-30      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Sonangol Finance Ltd                                                                        | Sonangol Finance Ltd                                                                        | CUSIP: 83540CAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | AO        |     2950000 | PA      | $3010658.14   | 0.14%             | 2031-01-29      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Sompo Holdings Inc                                                                          | Sompo Holdings Inc                                                                          | CUSIP: 83540JAA9<br>LEI: 353800CWW4SRGEYEB512 | Long             | DBT              | CORP              | JP        |      482000 | PA      | $474263.82    | 0.02%             | 2037-04-22      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Co                                                                          | Sonoco Products Co                                                                          | CUSIP: 835495AR3<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |      567000 | PA      | $566002.74    | 0.03%             | 2029-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Sotera Health Holdings LLC                                                                  | Sotera Health Holdings LLC                                                                  | CUSIP: 83600WAE9<br>LEI: 549300OVT7MBXFLOFU20 | Long             | DBT              | CORP              | US        |     2740000 | PA      | $2848069.90   | 0.13%             | 2031-06-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| South32 Treasury Ltd                                                                        | South32 Treasury Ltd                                                                        | CUSIP: 84055BAA1<br>LEI: 213800HFGZMXST64GP53 | Long             | DBT              | CORP              | AU        |      923000 | PA      | $888485.34    | 0.04%             | 2032-04-14      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                               | Southern California Edison Co                                                               | CUSIP: 842400GE7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      100000 | PA      | $70634.02     | 0.00%             | 2045-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                               | Southern California Edison Co                                                               | CUSIP: 842400HT3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      200000 | PA      | $208992.40    | 0.01%             | 2032-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                               | Southern California Edison Co                                                               | CUSIP: 842400HX4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      306000 | PA      | $287917.06    | 0.01%             | 2053-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                               | Southern California Edison Co                                                               | CUSIP: 842400JK0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      409000 | PA      | $400663.43    | 0.02%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                                  | Southern California Gas Co                                                                  | CUSIP: 842434CT7<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |       25000 | PA      | $18810.89     | 0.00%             | 2050-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                                  | Southern California Gas Co                                                                  | CUSIP: 842434DA7<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |       50000 | PA      | $47610.33     | 0.00%             | 2054-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                             | Southern Co/The                                                                             | CUSIP: 842587404<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EP               | CORP              | US        |       17556 | NS      | $382018.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co/The                                                                             | Southern Co/The                                                                             | CUSIP: 842587DQ7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100795.20    | 0.00%             | 2028-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp                                                                        | Southern Copper Corp                                                                        | CUSIP: 84265VAE5<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |      100000 | PA      | $111319.00    | 0.01%             | 2040-04-16      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                                                | Southern Co Gas Capital Corp                                                                | CUSIP: 8426EPAD0<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |       75000 | PA      | $65966.88     | 0.00%             | 2031-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                                                | Southern Co Gas Capital Corp                                                                | CUSIP: 8426EPAK4<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49420.40     | 0.00%             | 2035-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Southern Power Co                                                                           | Southern Power Co                                                                           | CUSIP: 843646AJ9<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |      100000 | PA      | $93845.35     | 0.00%             | 2043-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co                                                                       | Southwest Airlines Co                                                                       | CUSIP: 844741BK3<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100442.86    | 0.00%             | 2027-06-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co                                                                       | Southwest Airlines Co                                                                       | CUSIP: 844741BM9<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |      994000 | PA      | $942643.65    | 0.04%             | 2035-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co                                                              | Southwestern Electric Power Co                                                              | CUSIP: 845437BW1<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |     1723000 | PA      | $1673573.33   | 0.08%             | 2056-04-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp                                                                          | Expand Energy Corp                                                                          | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |      689000 | PA      | $675541.22    | 0.03%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Co                                                              | Southwestern Public Service Co                                                              | CUSIP: 845743BX0<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50243.64     | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sovcombank Via Sovcom Capital DAC - Escrow                                                  | Sovcombank Via Sovcom Capital DAC - Escrow                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IE        |      230000 | PA      | $0.00         | 0.00%             | 2049-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Specialty Steel                                                                             | Specialty Steel                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    38772000 | PA      | $23441551.20  | 1.07%             | 2033-11-15      | Floating      | 12.00%                | Yes           |                  3 | On Loan: No      |
| Spire Inc                                                                                   | Spire Inc                                                                                   | CUSIP: 84857LAF8<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99014.65     | 0.00%             | 2031-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp                                                                         | Sprint Capital Corp                                                                         | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |      100000 | PA      | $105585.33    | 0.00%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Smyrna Ready Mix Concrete LLC                                                               | Smyrna Ready Mix Concrete LLC                                                               | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |     2125000 | PA      | $2123263.66   | 0.10%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                                      | Standard Chartered PLC                                                                      | CUSIP: 853254BU3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $183928.94    | 0.01%             | 2036-02-18      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                                      | Standard Chartered PLC                                                                      | CUSIP: 853254DF4<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      900000 | PA      | $949568.40    | 0.04%             | N/A             | Variable      | 7.63%                 | No            |                  2 | On Loan: —       |
| Standard Chartered PLC                                                                      | Standard Chartered PLC                                                                      | CUSIP: 853254DH0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     4000000 | PA      | $4083456.00   | 0.19%             | N/A             | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                                      | Standard Chartered PLC                                                                      | CUSIP: 85325C2H4<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $202961.38    | 0.01%             | 2031-05-13      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker Inc                                                                  | Stanley Black & Decker Inc                                                                  | CUSIP: 854502AM3<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |     1018000 | PA      | $1007062.93   | 0.05%             | 2060-03-15      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| Star Parent Inc                                                                             | Star Parent Inc                                                                             | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |     1475000 | PA      | $1545142.15   | 0.07%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                              | Starbucks Corp                                                                              | CUSIP: 855244AS8<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |       50000 | PA      | $41126.19     | 0.00%             | 2048-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                              | Starbucks Corp                                                                              | CUSIP: 855244BF5<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100115.98    | 0.00%             | 2033-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                           | State Street Corp                                                                           | CUSIP: 857477BD4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |      200000 | PA      | $199141.31    | 0.01%             | 2029-12-03      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                           | State Street Corp                                                                           | CUSIP: 857477CD3<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100225.26    | 0.00%             | 2026-08-03      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                           | State Street Corp                                                                           | CUSIP: 857477CH4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |      500000 | PA      | $515232.50    | 0.02%             | N/A             | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                           | State Street Corp                                                                           | CUSIP: 857477CM3<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     2800000 | PA      | $2901757.60   | 0.13%             | N/A             | Variable      | 6.70%                 | No            |                  2 | On Loan: —       |
| Republic of Poland Government International Bond                                            | Republic of Poland Government International Bond                                            | CUSIP: 857524AD4<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     2000000 | PA      | $2037717.58   | 0.09%             | 2027-11-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                            | Republic of Poland Government International Bond                                            | CUSIP: 857524AL6<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     1030000 | PA      | $1032797.64   | 0.05%             | 2056-04-14      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                                                         | Station Casinos LLC                                                                         | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |     5775000 | PA      | $5435724.53   | 0.25%             | 2031-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                                                         | Station Casinos LLC                                                                         | CUSIP: 857691AJ8<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |     2440000 | PA      | $2470417.04   | 0.11%             | 2032-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                                                                          | Steel Dynamics Inc                                                                          | CUSIP: 858119BQ2<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |      314000 | PA      | $319901.95    | 0.01%             | 2034-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                                                                          | Steel Dynamics Inc                                                                          | CUSIP: 858119BU3<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |      434000 | PA      | $429527.77    | 0.02%             | 2028-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Stellantis Finance US Inc                                                                   | Stellantis Finance US Inc                                                                   | CUSIP: 85855CAK6<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |      685000 | PA      | $686490.27    | 0.03%             | 2030-03-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Services US Corp                                                       | Stellantis Financial Services US Corp                                                       | CUSIP: 85855FAA1<br>LEI: 5493000KNKFDOC1BOW59 | Long             | DBT              | CORP              | US        |      452000 | PA      | $450404.03    | 0.02%             | 2028-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| STERIS Irish FinCo UnLtd Co                                                                 | STERIS Irish FinCo UnLtd Co                                                                 | CUSIP: 85917PAB3<br>LEI: 549300BRDKZ1HFI2J358 | Long             | DBT              | CORP              | IE        |     1394000 | PA      | $989302.90    | 0.05%             | 2051-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Stifel Financial Corp                                                                       | Stifel Financial Corp                                                                       | CUSIP: 860630862<br>LEI: 549300E5F07FE5GHJX84 | Long             | EP               | CORP              | US        |        2539 | NS      | $42883.71     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneX Group Inc                                                                            | StoneX Group Inc                                                                            | CUSIP: 861896AA6<br>LEI: 549300JUF07L8VF02M60 | Long             | DBT              | CORP              | US        |     1850000 | PA      | $1947926.05   | 0.09%             | 2031-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Stonex Escrow Issuer LLC                                                                    | Stonex Escrow Issuer LLC                                                                    | CUSIP: 86189AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2525000 | PA      | $2610711.13   | 0.12%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Store Capital LLC                                                                           | Store Capital LLC                                                                           | CUSIP: 862121AA8<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99525.27     | 0.00%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Structured Asset Mortgage Investments II Trust 2007-AR1                                     | Structured Asset Mortgage Investments II Trust 2007-AR1                                     | CUSIP: 86362XAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      239069 | PA      | $218277.58    | 0.01%             | 2037-01-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Corp Mortgage Loan Trust 2007-BC2                               | Structured Asset Securities Corp Mortgage Loan Trust 2007-BC2                               | CUSIP: 86362YAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1806382 | PA      | $1218221.51   | 0.06%             | 2037-03-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                                | Stryker Corp                                                                                | CUSIP: 863667BC4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101328.36    | 0.00%             | 2028-12-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Suburban Propane Partners LP/Suburban Energy Finance Corp                                   | Suburban Propane Partners LP/Suburban Energy Finance Corp                                   | CUSIP: 864486AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1000000 | PA      | $960057.50    | 0.04%             | 2031-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                                         | Sumitomo Mitsui Financial Group Inc                                                         | CUSIP: 86562MCY4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      100000 | PA      | $105388.76    | 0.00%             | 2043-07-13      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                                         | Sumitomo Mitsui Financial Group Inc                                                         | CUSIP: 86562MDA5<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $200696.47    | 0.01%             | 2026-07-13      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                                         | Sumitomo Mitsui Financial Group Inc                                                         | CUSIP: 86562MDJ6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $209633.48    | 0.01%             | 2033-09-14      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                                         | Sumitomo Mitsui Financial Group Inc                                                         | CUSIP: 86562MDZ0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      923000 | PA      | $921171.08    | 0.04%             | 2033-07-08      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd                                                              | Sumitomo Mitsui Trust Bank Ltd                                                              | CUSIP: 86563VBA6<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $197793.08    | 0.01%             | 2027-03-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: —       |
| Sun Life Financial Inc                                                                      | Sun Life Financial Inc                                                                      | CUSIP: 86682ZAS5<br>LEI: 549300V040JZX5S66Z78 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $75705.08     | 0.00%             | 2034-08-10      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| Sun Life Financial Inc                                                                      | Sun Life Financial Inc                                                                      | CUSIP: 86682ZAV8<br>LEI: 549300V040JZX5S66Z78 | Long             | DBT              | CORP              | CA        |       50000 | PA      | $36366.92     | 0.00%             | 2037-09-13      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                                           | Suncor Energy Inc                                                                           | CUSIP: 867224AE7<br>LEI: 894500XO86FKXQGPYV71 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $70776.22     | 0.00%             | 2051-03-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SunCoke Energy Inc                                                                          | SunCoke Energy Inc                                                                          | CUSIP: 86722AAD5<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | DBT              | CORP              | US        |     5275000 | PA      | $4863215.57   | 0.22%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                          | Energy Transfer LP                                                                          | CUSIP: 86765BAK5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49462.04     | 0.00%             | 2042-02-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                          | Energy Transfer LP                                                                          | CUSIP: 86765BAQ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     1155000 | PA      | $1036419.45   | 0.05%             | 2045-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                          | Energy Transfer LP                                                                          | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     1238000 | PA      | $1105807.76   | 0.05%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                                   | Sunoco LP                                                                                   | CUSIP: 86765KAG4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     4150000 | PA      | $4135106.48   | 0.19%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                                   | Sunoco LP                                                                                   | CUSIP: 86765KAN9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     2070000 | PA      | $2042161.61   | 0.09%             | 2034-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Surgery Center Holdings Inc                                                                 | Surgery Center Holdings Inc                                                                 | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |     6545000 | PA      | $6527526.81   | 0.30%             | 2032-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                                                         | Suzano Austria GmbH                                                                         | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |      100000 | PA      | $88977.17     | 0.00%             | 2032-01-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Swiss RE Subordinated Finance PLC                                                           | Swiss RE Subordinated Finance PLC                                                           | CUSIP: 87088QAA2<br>LEI: 636700H29EH5Z8ZU8L04 | Long             | DBT              | CORP              | GB        |     1800000 | PA      | $1822467.56   | 0.08%             | 2035-04-05      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| Swiss RE Subordinated Finance PLC                                                           | Swiss RE Subordinated Finance PLC                                                           | CUSIP: 87088QAB0<br>LEI: 636700H29EH5Z8ZU8L04 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $197393.07    | 0.01%             | 2046-04-01      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| Swiss Re Finance Luxembourg SA                                                              | Swiss Re Finance Luxembourg SA                                                              | CUSIP: 87089NAA8<br>LEI: 549300CLQZ6TM98LW631 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $198882.60    | 0.01%             | 2049-04-02      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                                | Synopsys Inc                                                                                | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101056.66    | 0.00%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pinnacle Bank/Nashville TN                                                                  | Pinnacle Bank/Nashville TN                                                                  | CUSIP: 87164DXY1<br>LEI: 549300CDOC4F7XSRG390 | Long             | DBT              | CORP              | US        |      450000 | PA      | $446683.94    | 0.02%             | 2036-01-15      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                                         | Synchrony Financial                                                                         | CUSIP: 87165BAP8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |      609000 | PA      | $610498.57    | 0.03%             | 2029-03-19      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                                         | Synchrony Financial                                                                         | CUSIP: 87165BAR4<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |      100000 | PA      | $87872.34     | 0.00%             | 2031-10-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                                         | Synchrony Financial                                                                         | CUSIP: 87165BAZ6<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |      520000 | PA      | $508029.65    | 0.02%             | 2032-02-25      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                                  | Sysco Corp                                                                                  | CUSIP: 871829BD8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |      362000 | PA      | $294618.64    | 0.01%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                                  | Sysco Corp                                                                                  | CUSIP: 871829BH9<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |      623000 | PA      | $496870.34    | 0.02%             | 2048-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                                  | Sysco Corp                                                                                  | CUSIP: 871829BN6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |       50000 | PA      | $52127.98     | 0.00%             | 2050-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                                  | Sysco Corp                                                                                  | CUSIP: 871829BU0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |      426000 | PA      | $431264.50    | 0.02%             | 2030-09-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                                  | Sysco Corp                                                                                  | CUSIP: 871829BW6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |      362000 | PA      | $354114.13    | 0.02%             | 2031-07-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                            | T-Mobile USA Inc                                                                            | CUSIP: 87264A105<br>LEI: 549300V2JRLO5DIFGE82 | Long             | EP               | CORP              | US        |        6548 | NS      | $163372.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile USA Inc                                                                            | T-Mobile USA Inc                                                                            | CUSIP: 87264A204<br>LEI: 549300V2JRLO5DIFGE82 | Long             | EP               | CORP              | US        |       17170 | NS      | $381174.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| T-Mobile USA Inc                                                                            | T-Mobile USA Inc                                                                            | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      100000 | PA      | $87447.62     | 0.00%             | 2040-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                            | T-Mobile USA Inc                                                                            | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      100000 | PA      | $97368.04     | 0.00%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                            | T-Mobile USA Inc                                                                            | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     2187000 | PA      | $1597230.38   | 0.07%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                            | T-Mobile USA Inc                                                                            | CUSIP: 87264ABY0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      505000 | PA      | $324943.10    | 0.01%             | 2060-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                            | T-Mobile USA Inc                                                                            | CUSIP: 87264ACW3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      100000 | PA      | $93848.77     | 0.00%             | 2053-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                            | T-Mobile USA Inc                                                                            | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100462.96    | 0.00%             | 2033-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                            | T-Mobile USA Inc                                                                            | CUSIP: 87264ADA0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      200000 | PA      | $201747.28    | 0.01%             | 2028-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TTX Co                                                                                      | TTX Co                                                                                      | CUSIP: 87305QCQ2<br>LEI: 549300I8CNSYS1OGX775 | Long             | DBT              | CORP              | US        |      839000 | PA      | $842231.76    | 0.04%             | 2026-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                                | Takeda Pharmaceutical Co Ltd                                                                | CUSIP: 874060AY2<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $150773.59    | 0.01%             | 2040-07-09      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                                | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                                | CUSIP: 87470LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      675000 | PA      | $678699.68    | 0.03%             | 2031-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                                | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                                | CUSIP: 87470LAM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1475000 | PA      | $1507134.20   | 0.07%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                                 | Target Corp                                                                                 | CUSIP: 87612EBN5<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |      100000 | PA      | $63033.09     | 0.00%             | 2052-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                                 | Target Corp                                                                                 | CUSIP: 87612EBP0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |       75000 | PA      | $75434.07     | 0.00%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Targa Resources Corp                                                                        | Targa Resources Corp                                                                        | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      100000 | PA      | $94996.41     | 0.00%             | 2033-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                                        | Targa Resources Corp                                                                        | CUSIP: 87612GAB7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |       50000 | PA      | $42063.94     | 0.00%             | 2052-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                                        | Targa Resources Corp                                                                        | CUSIP: 87612GAS0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      267000 | PA      | $265568.31    | 0.01%             | 2036-07-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Teachers Insurance & Annuity Association of America                                         | Teachers Insurance & Annuity Association of America                                         | CUSIP: 878091BF3<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |      100000 | PA      | $80134.21     | 0.00%             | 2047-05-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Team Health Holdings Inc                                                                    | Team Health Holdings Inc                                                                    | CUSIP: 87817AAB3<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | DBT              | CORP              | US        |      507815 | PA      | $533840.02    | 0.02%             | 2028-06-30      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| Teledyne Technologies Inc                                                                   | Teledyne Technologies Inc                                                                   | CUSIP: 879360AE5<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |       50000 | PA      | $45777.06     | 0.00%             | 2031-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                                     | Telefonica Emisiones SA                                                                     | CUSIP: 87938WAV5<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |      150000 | PA      | $135873.17    | 0.01%             | 2038-03-06      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                                     | Telefonica Emisiones SA                                                                     | CUSIP: 87938WAW3<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |      657000 | PA      | $546691.09    | 0.02%             | 2048-03-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Telecommunications co Telekom Srbija AD Belgrade                                            | Telecommunications co Telekom Srbija AD Belgrade                                            | CUSIP: 87945BAA8<br>LEI: 254900OVY0XI1DFYC092 | Long             | DBT              | CORP              | RS        |      825000 | PA      | $826069.39    | 0.04%             | 2029-10-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                                  | TELUS Corp                                                                                  | CUSIP: 87971MBE2<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $67245.56     | 0.00%             | 2048-03-06      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                                  | TELUS Corp                                                                                  | CUSIP: 87971MCM3<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |     1000000 | PA      | $1034328.00   | 0.05%             | 2055-10-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: —       |
| Tencent Holdings Ltd                                                                        | Tencent Holdings Ltd                                                                        | CUSIP: 88032XAH7<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $181384.87    | 0.01%             | 2038-01-19      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                                       | Tenet Healthcare Corp                                                                       | CUSIP: 88033GDW7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $997449.50    | 0.05%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Tennessee Gas Pipeline Co LLC                                                               | Tennessee Gas Pipeline Co LLC                                                               | CUSIP: 880451AZ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $187944.98    | 0.01%             | 2030-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Teranet Holdings LP                                                                         | Teranet Holdings LP                                                                         | CUSIP: 880789AS1<br>LEI: 549300WKILNGLP1C7131 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $73046.71     | 0.00%             | 2029-02-23      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Texas Capital Bancshares Inc                                                                | Texas Capital Bancshares Inc                                                                | CUSIP: 88224QAA5<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |      512000 | PA      | $511815.37    | 0.02%             | 2031-05-06      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Texas Capital Bancshares Inc                                                                | Texas Capital Bancshares Inc                                                                | CUSIP: 88224QAC1<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |      586000 | PA      | $581274.81    | 0.03%             | 2032-02-27      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                                       | Texas Instruments Inc                                                                       | CUSIP: 882508BF0<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |      100000 | PA      | $87869.79     | 0.00%             | 2039-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                                       | Texas Instruments Inc                                                                       | CUSIP: 882508BV5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |      456000 | PA      | $459547.01    | 0.02%             | 2028-02-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                                       | Texas Instruments Inc                                                                       | CUSIP: 882508CB8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102112.75    | 0.00%             | 2033-03-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                                | Thermo Fisher Scientific Inc                                                                | CUSIP: 883556CY6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98281.41     | 0.00%             | 2043-08-10      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                                | Thermo Fisher Scientific Inc                                                                | CUSIP: 883556DA7<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      417000 | PA      | $424837.29    | 0.02%             | 2029-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                                | Thermo Fisher Scientific Inc                                                                | CUSIP: 883556DD1<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      491000 | PA      | $485363.27    | 0.02%             | 2032-10-07      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Thomas Jefferson University                                                                 | Thomas Jefferson University                                                                 | CUSIP: 88444NAS7<br>LEI: DB1TWPCZX5RK7VR27A68 | Long             | DBT              | CORP              | US        |       50000 | PA      | $34663.30     | 0.00%             | 2057-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                                                       | 3M Co                                                                                       | CUSIP: 88579YAZ4<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |       50000 | PA      | $36282.26     | 0.00%             | 2047-10-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                                                       | 3M Co                                                                                       | CUSIP: 88579YBC4<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98839.33     | 0.00%             | 2028-09-14      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc                                                                    | Cloud Software Group Inc                                                                    | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      860000 | PA      | $837344.15    | 0.04%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                                       | Time Warner Cable LLC                                                                       | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |      826000 | PA      | $829972.60    | 0.04%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                                       | Time Warner Cable LLC                                                                       | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |       50000 | PA      | $43116.88     | 0.00%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                                   | Toronto-Dominion Bank/The                                                                   | CUSIP: 89114TZD7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $199488.26    | 0.01%             | 2026-06-03      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                                   | Toronto-Dominion Bank/The                                                                   | CUSIP: 89114TZJ4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $88382.72     | 0.00%             | 2031-09-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| Toronto-Dominion Bank/The                                                                   | Toronto-Dominion Bank/The                                                                   | CUSIP: 89115KAR1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     1227000 | PA      | $1220122.31   | 0.06%             | 2033-04-22      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                                   | Toronto-Dominion Bank/The                                                                   | CUSIP: 89116C4H7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     1600000 | PA      | $1610756.80   | 0.07%             | 2085-10-31      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                                   | Toronto-Dominion Bank/The                                                                   | CUSIP: 89116C7J0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       50000 | PA      | $36487.65     | 0.00%             | 2032-01-09      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                                   | Toronto-Dominion Bank/The                                                                   | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     1300000 | PA      | $1352195.00   | 0.06%             | 2082-10-31      | Variable      | 8.13%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                                   | Toronto-Dominion Bank/The                                                                   | CUSIP: 89117GRJ8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $151243.79    | 0.01%             | 2029-01-08      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                                      | TotalEnergies Capital International SA                                                      | CUSIP: 89153VAW9<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |       50000 | PA      | $32233.52     | 0.00%             | 2060-06-29      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                                      | TotalEnergies Capital International SA                                                      | CUSIP: 89153VAX7<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $75033.80     | 0.00%             | 2041-06-29      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Toucan FinCo Ltd/Toucan FinCo Can Inc/Toucan FinCo US LLC                                   | Toucan FinCo Ltd/Toucan FinCo Can Inc/Toucan FinCo US LLC                                   | CUSIP: 89157UAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     2280000 | PA      | $1997970.61   | 0.09%             | 2030-05-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                                    | TotalEnergies Capital SA                                                                    | CUSIP: 89157XAF8<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |      614000 | PA      | $569819.21    | 0.03%             | 2064-09-10      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital USA LLC                                                               | TotalEnergies Capital USA LLC                                                               | CUSIP: 89158TAA7<br>LEI: 9845000979865101C194 | Long             | DBT              | CORP              | US        |      474000 | PA      | $469099.92    | 0.02%             | 2031-01-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Towd Point Asset Trust 2021-SL1                                                             | Towd Point Asset Trust 2021-SL1                                                             | CUSIP: 89179XAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      660997 | PA      | $643867.26    | 0.03%             | 2061-11-20      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Towd Point Asset Trust 2021-SL1                                                             | Towd Point Asset Trust 2021-SL1                                                             | CUSIP: 89179XAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      600000 | PA      | $595933.56    | 0.03%             | 2061-11-20      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Towd Point Asset Trust 2021-SL1                                                             | Towd Point Asset Trust 2021-SL1                                                             | CUSIP: 89179XAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1200000 | PA      | $1186668.00   | 0.05%             | 2061-11-20      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                                    | Toyota Motor Credit Corp                                                                    | CUSIP: 89236TGY5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96165.76     | 0.00%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                                    | Toyota Motor Credit Corp                                                                    | CUSIP: 89236TLB9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |      200000 | PA      | $204597.06    | 0.01%             | 2028-09-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                                    | Toyota Motor Credit Corp                                                                    | CUSIP: 89236TNR2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49872.78     | 0.00%             | 2028-09-05      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Trans-Allegheny Interstate Line Co                                                          | Trans-Allegheny Interstate Line Co                                                          | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      370000 | PA      | $375356.19    | 0.02%             | 2031-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                                   | TransCanada PipeLines Ltd                                                                   | CUSIP: 893526681<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | EP               | CORP              | CA        |       17987 | NS      | $430428.91    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TransCanada PipeLines Ltd                                                                   | TransCanada PipeLines Ltd                                                                   | CUSIP: 89352HAL3<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $92051.08     | 0.00%             | 2043-10-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                                   | TransCanada PipeLines Ltd                                                                   | CUSIP: 89352HBL2<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     1300000 | PA      | $1309976.20   | 0.06%             | 2056-10-17      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                                   | TransCanada PipeLines Ltd                                                                   | CUSIP: 89353ZCL0<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $79160.75     | 0.00%             | 2052-05-12      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Transcanada Trust                                                                           | Transcanada Trust                                                                           | CUSIP: 89356BAG3<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |     2800000 | PA      | $2765795.76   | 0.13%             | 2082-03-07      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Transcontinental Gas Pipe Line Co LLC                                                       | Transcontinental Gas Pipe Line Co LLC                                                       | CUSIP: 893574AU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $49611.47     | 0.00%             | 2036-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Transcontinental Gas Pipe Line Co LLC                                                       | Transcontinental Gas Pipe Line Co LLC                                                       | CUSIP: 893574AV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      337000 | PA      | $327762.01    | 0.01%             | 2056-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                               | TransDigm Inc                                                                               | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      975000 | PA      | $1010363.25   | 0.05%             | 2031-12-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                               | TransDigm Inc                                                                               | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     7360000 | PA      | $7416591.04   | 0.34%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                               | TransDigm Inc                                                                               | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     3770000 | PA      | $3872905.92   | 0.18%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                               | TransDigm Inc                                                                               | CUSIP: 893647CB1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       60000 | PA      | $60066.00     | 0.00%             | 2034-07-31      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Transocean International Ltd                                                                | Transocean International Ltd                                                                | CUSIP: 893830AF6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     1800000 | PA      | $1854376.20   | 0.08%             | 2031-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Transocean International Ltd                                                                | Transocean International Ltd                                                                | CUSIP: 893830AT6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |      900000 | PA      | $873921.39    | 0.04%             | 2038-03-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Transurban Finance Co Pty Ltd                                                               | Transurban Finance Co Pty Ltd                                                               | CUSIP: 89400PAJ2<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |      100000 | PA      | $74688.41     | 0.00%             | 2028-11-14      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                                                       | Travelers Cos Inc/The                                                                       | CUSIP: 89417EAH2<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99282.23     | 0.00%             | 2040-11-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Tricon American Homes 2020-SFR1                                                             | Tricon American Homes 2020-SFR1                                                             | CUSIP: 89613GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1479552 | PA      | $1469671.53   | 0.07%             | 2038-07-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Tricon American Homes 2020-SFR2 Trust                                                       | Tricon American Homes 2020-SFR2 Trust                                                       | CUSIP: 89613JAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      510213 | PA      | $486859.92    | 0.02%             | 2039-11-17      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| Trimble Inc                                                                                 | Trimble Inc                                                                                 | CUSIP: 896239AE0<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |      318000 | PA      | $333902.23    | 0.02%             | 2033-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO XII Ltd                                                                        | Trinitas CLO XII Ltd                                                                        | CUSIP: 89641GAY8<br>LEI: 254900G1XMKSN9WBVL66 | Long             | ABS-CBDO         | CORP              | KY        |       93327 | PA      | $93311.91     | 0.00%             | 2033-04-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Triton Container International Ltd                                                          | Triton Container International Ltd                                                          | CUSIP: 89680YAC9<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |     1694000 | PA      | $1531780.46   | 0.07%             | 2031-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Triton Container International Ltd / TAL International Container Corp                       | Triton Container International Ltd / TAL International Container Corp                       | CUSIP: 89681LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      528000 | PA      | $472165.11    | 0.02%             | 2032-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Triton Container International Ltd / TAL International Container Corp                       | Triton Container International Ltd / TAL International Container Corp                       | CUSIP: 89681LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      781000 | PA      | $766576.18    | 0.04%             | 2033-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                                                 | Truist Bank                                                                                 | CUSIP: 89788JAH2<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |      936000 | PA      | $927877.37    | 0.04%             | 2029-10-23      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                                       | Truist Financial Corp                                                                       | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102909.66    | 0.00%             | 2035-01-24      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                                       | Truist Financial Corp                                                                       | CUSIP: 89788MAY8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      800000 | PA      | $788781.76    | 0.04%             | 2037-04-23      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                                       | Truist Financial Corp                                                                       | CUSIP: 89832QAD1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     4500000 | PA      | $4501714.50   | 0.21%             | N/A             | Variable      | 6.67%                 | No            |                  2 | On Loan: —       |
| Truist Financial Corp                                                                       | Truist Financial Corp                                                                       | CUSIP: 89832QAF6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      500000 | PA      | $503297.50    | 0.02%             | N/A             | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Tyco Electronics Group SA                                                                   | Tyco Electronics Group SA                                                                   | CUSIP: 902133BD8<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |      659000 | PA      | $657044.18    | 0.03%             | 2035-05-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tyco Electronics Group SA                                                                   | Tyco Electronics Group SA                                                                   | CUSIP: 902133BF3<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |      530000 | PA      | $522099.16    | 0.02%             | 2036-02-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                                             | Tyson Foods Inc                                                                             | CUSIP: 902494BN2<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |      100000 | PA      | $97497.54     | 0.00%             | 2036-02-20      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                | UBS Group AG                                                                                | CUSIP: 902613AY4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      250000 | PA      | $224263.69    | 0.01%             | 2045-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                | UBS Group AG                                                                                | CUSIP: 902613BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      558000 | PA      | $569497.70    | 0.03%             | 2030-02-08      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                | UBS Group AG                                                                                | CUSIP: 902613BQ0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      271000 | PA      | $275622.83    | 0.01%             | 2036-05-09      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                | UBS Group AG                                                                                | CUSIP: 902613BR8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      400000 | PA      | $403346.80    | 0.02%             | N/A             | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                | UBS Group AG                                                                                | CUSIP: 902613BT4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      673000 | PA      | $663107.58    | 0.03%             | 2033-11-06      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                | UBS Group AG                                                                                | CUSIP: 902613BV9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     1000000 | PA      | $1006960.00   | 0.05%             | N/A             | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                | UBS Group AG                                                                                | CUSIP: 902613BW7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     4200000 | PA      | $4262651.40   | 0.19%             | N/A             | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| UDR Inc                                                                                     | UDR Inc                                                                                     | CUSIP: 90265EAS9<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |      100000 | PA      | $85533.01     | 0.00%             | 2034-11-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| UMB Financial Corp                                                                          | UMB Financial Corp                                                                          | CUSIP: 902788405<br>LEI: 549300MGEH3N3CUCV828 | Long             | EP               | CORP              | US        |       13100 | NS      | $346626.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UKG Inc                                                                                     | UKG Inc                                                                                     | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |     3675000 | PA      | $3576926.82   | 0.16%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| US Foods Inc                                                                                | US Foods Inc                                                                                | CUSIP: 90290MAH4<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     1671000 | PA      | $1738100.68   | 0.08%             | 2032-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                                  | US Bancorp                                                                                  | CUSIP: 902973BC9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3936852.40   | 0.18%             | N/A             | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| USAA Capital Corp                                                                           | USAA Capital Corp                                                                           | CUSIP: 90327QDA4<br>LEI: 5493007XLF4LU3U2W757 | Long             | DBT              | CORP              | US        |      625000 | PA      | $626262.54    | 0.03%             | 2028-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                                       | Uber Technologies Inc                                                                       | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98000.87     | 0.00%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bond                                                       | Ukraine Government International Bond                                                       | CUSIP: 903724CA8<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      572527 | PA      | $351097.92    | 0.02%             | 2034-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bond                                                       | Ukraine Government International Bond                                                       | CUSIP: 903724CH3<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     1215500 | PA      | $931492.82    | 0.04%             | 2032-02-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                                                       | Unilever Capital Corp                                                                       | CUSIP: 904764BT3<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102258.39    | 0.00%             | 2033-12-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                           | Union Electric Co                                                                           | CUSIP: 906548CQ3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |      100000 | PA      | $67118.20     | 0.00%             | 2049-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                           | Union Electric Co                                                                           | CUSIP: 906548CU4<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |      387000 | PA      | $289278.35    | 0.01%             | 2052-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                                          | Union Pacific Corp                                                                          | CUSIP: 907818EQ7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      100000 | PA      | $87823.99     | 0.00%             | 2037-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                                          | Union Pacific Corp                                                                          | CUSIP: 907818FK9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      100000 | PA      | $68112.43     | 0.00%             | 2050-02-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                                          | Union Pacific Corp                                                                          | CUSIP: 907818GA0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      100000 | PA      | $68045.10     | 0.00%             | 2072-02-14      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| United Airlines 2023-1 Class A Pass Through Trust                                           | United Airlines 2023-1 Class A Pass Through Trust                                           | CUSIP: 90932LAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       91063 | PA      | $94382.13     | 0.00%             | 2037-07-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                                        | Mexico Government International Bond                                                        | CUSIP: 91087BAQ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1281000 | PA      | $1010004.45   | 0.05%             | 2041-08-14      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                                        | Mexico Government International Bond                                                        | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      400000 | PA      | $376600.00    | 0.02%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                                        | Mexico Government International Bond                                                        | CUSIP: 91087BBF6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      802000 | PA      | $826300.60    | 0.04%             | 2038-01-29      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                                        | Mexico Government International Bond                                                        | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1019000 | PA      | $999180.45    | 0.05%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                                   | United Parcel Service Inc                                                                   | CUSIP: 911312AZ9<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |       50000 | PA      | $35837.55     | 0.00%             | 2046-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                                   | United Parcel Service Inc                                                                   | CUSIP: 911312BW5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |      100000 | PA      | $94109.16     | 0.00%             | 2050-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| United Rentals North America Inc                                                            | United Rentals North America Inc                                                            | CUSIP: 911365BS2<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      700000 | PA      | $692147.79    | 0.03%             | 2033-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                                  | US Bancorp                                                                                  | CUSIP: 91159HHW3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      100000 | PA      | $95583.65     | 0.00%             | 2029-07-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                                  | US Bancorp                                                                                  | CUSIP: 91159HJA9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      100000 | PA      | $88160.45     | 0.00%             | 2030-07-22      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                                  | US Bancorp                                                                                  | CUSIP: 91159HJB7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     1994000 | PA      | $1732670.25   | 0.08%             | 2036-11-03      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                                  | US Bancorp                                                                                  | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      200000 | PA      | $208884.53    | 0.01%             | 2034-06-12      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bill                                                                 | United States Treasury Bill                                                                 | CUSIP: 912797SW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4045000 | PA      | $4034169.51   | 0.18%             | 2026-05-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                            | United States Treasury Note/Bond                                                            | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      798000 | PA      | $601960.08    | 0.03%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                            | United States Treasury Note/Bond                                                            | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1668000 | PA      | $904433.90    | 0.04%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                            | United States Treasury Note/Bond                                                            | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1050000 | PA      | $624585.94    | 0.03%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                            | United States Treasury Note/Bond                                                            | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      454000 | PA      | $371659.30    | 0.02%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                            | United States Treasury Note/Bond                                                            | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1407000 | PA      | $1324668.52   | 0.06%             | 2054-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                            | United States Treasury Note/Bond                                                            | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      440000 | PA      | $422984.37    | 0.02%             | 2044-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                            | United States Treasury Note/Bond                                                            | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2273000 | PA      | $2010539.53   | 0.09%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                            | United States Treasury Note/Bond                                                            | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      549000 | PA      | $493585.31    | 0.02%             | 2044-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                            | United States Treasury Note/Bond                                                            | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1749000 | PA      | $1647134.41   | 0.08%             | 2055-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                            | United States Treasury Note/Bond                                                            | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      800000 | PA      | $778906.25    | 0.04%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                            | United States Treasury Note/Bond                                                            | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      953000 | PA      | $956722.66    | 0.04%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                            | United States Treasury Note/Bond                                                            | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1175100 | PA      | $1130482.92   | 0.05%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                            | United States Treasury Note/Bond                                                            | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      175000 | PA      | $172839.84    | 0.01%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                            | United States Treasury Note/Bond                                                            | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      227000 | PA      | $214089.38    | 0.01%             | 2055-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                            | United States Treasury Note/Bond                                                            | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      867000 | PA      | $872384.88    | 0.04%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                            | United States Treasury Note/Bond                                                            | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1086000 | PA      | $1053844.21   | 0.05%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                            | United States Treasury Note/Bond                                                            | CUSIP: 91282CLM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      573000 | PA      | $560555.16    | 0.03%             | 2031-09-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                            | United States Treasury Note/Bond                                                            | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1633000 | PA      | $1624835.00   | 0.07%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Floating Rate Note                                                   | United States Treasury Floating Rate Note                                                   | CUSIP: 91282CNQ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1279000 | PA      | $1280220.96   | 0.06%             | 2027-07-31      | Floating      | 3.78%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                            | United States Treasury Note/Bond                                                            | CUSIP: 91282CNR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      209000 | PA      | $207220.24    | 0.01%             | 2032-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                            | United States Treasury Note/Bond                                                            | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1746000 | PA      | $1694438.44   | 0.08%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Floating Rate Note                                                   | United States Treasury Floating Rate Note                                                   | CUSIP: 91282CPX3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     9546000 | PA      | $9546687.98   | 0.44%             | 2028-01-31      | Floating      | 3.72%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                                    | RTX Corp                                                                                    | CUSIP: 913017CA5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |       50000 | PA      | $40843.47     | 0.00%             | 2045-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                                    | RTX Corp                                                                                    | CUSIP: 913017CJ6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      100000 | PA      | $75809.57     | 0.00%             | 2046-11-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                                    | RTX Corp                                                                                    | CUSIP: 913017CW7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      100000 | PA      | $92330.02     | 0.00%             | 2038-11-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                                      | UnitedHealth Group Inc                                                                      | CUSIP: 91324PDL3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      881000 | PA      | $706325.35    | 0.03%             | 2048-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                                      | UnitedHealth Group Inc                                                                      | CUSIP: 91324PDS8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      100000 | PA      | $95707.66     | 0.00%             | 2029-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                                      | UnitedHealth Group Inc                                                                      | CUSIP: 91324PEE8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       50000 | PA      | $37353.03     | 0.00%             | 2041-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                                      | UnitedHealth Group Inc                                                                      | CUSIP: 91324PEK4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      481000 | PA      | $406288.05    | 0.02%             | 2052-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                                      | UnitedHealth Group Inc                                                                      | CUSIP: 91324PEL2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      261000 | PA      | $221436.36    | 0.01%             | 2062-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                                      | UnitedHealth Group Inc                                                                      | CUSIP: 91324PEQ1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102736.04    | 0.00%             | 2030-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                                      | UnitedHealth Group Inc                                                                      | CUSIP: 91324PEW8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      100000 | PA      | $88556.82     | 0.00%             | 2053-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                                      | UnitedHealth Group Inc                                                                      | CUSIP: 91324PEX6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      100000 | PA      | $87866.34     | 0.00%             | 2063-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                                      | UnitedHealth Group Inc                                                                      | CUSIP: 91324PFA5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      474000 | PA      | $481357.48    | 0.02%             | 2031-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                                      | UnitedHealth Group Inc                                                                      | CUSIP: 91324PFB3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100131.07    | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                                      | UnitedHealth Group Inc                                                                      | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101193.81    | 0.00%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                                      | UnitedHealth Group Inc                                                                      | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      100000 | PA      | $95726.42     | 0.00%             | 2054-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| University of Miami                                                                         | University of Miami                                                                         | CUSIP: 914453AA3<br>LEI: 5493008ZSVWUNRYQE312 | Long             | DBT              | CORP              | US        |       50000 | PA      | $38512.52     | 0.00%             | 2052-04-01      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| University of Southern California                                                           | University of Southern California                                                           | CUSIP: 914886AH9<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |       50000 | PA      | $45258.99     | 0.00%             | 2053-10-01      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Unum Group                                                                                  | Unum Group                                                                                  | CUSIP: 91529YAJ5<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49121.77     | 0.00%             | 2042-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Unum Group                                                                                  | Unum Group                                                                                  | CUSIP: 91529YAU0<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |      356000 | PA      | $350024.41    | 0.02%             | 2035-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Uzbekneftegaz JSC                                                                           | Uzbekneftegaz JSC                                                                           | CUSIP: 91825MAC7<br>LEI: 213800LUZJZFLJD4MJ51 | Long             | DBT              | CORP              | UZ        |     1325000 | PA      | $1423750.50   | 0.07%             | 2030-05-07      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| VT Topco Inc                                                                                | VT Topco Inc                                                                                | CUSIP: 91838PAA9<br>LEI: 5493007T812R37X02Y38 | Long             | DBT              | CORP              | US        |     3220000 | PA      | $3296793.78   | 0.15%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| Vale Overseas Ltd                                                                           | Vale Overseas Ltd                                                                           | CUSIP: 91911TAR4<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |      100000 | PA      | $105465.00    | 0.00%             | 2033-06-12      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                                          | Valero Energy Corp                                                                          | CUSIP: 91913YBD1<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |       50000 | PA      | $34292.80     | 0.00%             | 2051-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Vancouver Airport Authority                                                                 | Vancouver Airport Authority                                                                 | CUSIP: 92157WAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      250000 | PA      | $170721.83    | 0.01%             | 2030-09-20      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| Vanguard Intermediate-Term Corporate Bond ETF                                               | Vanguard Intermediate-Term Corporate Bond ETF                                               | CUSIP: 92206C870<br>LEI: N/A                  | Long             | EC               | RF                | US        |       61104 | NS      | $5062466.40   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Variant Alternative Income Fund                                                             | Variant Alternative Income Fund                                                             | CUSIP: 92220Q103<br>LEI: 549300VKWK774XXSGI69 | Long             | EC               | RF                | US        |      146636 | NS      | $3812541.82   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Vedanta Resources Finance II PLC                                                            | Vedanta Resources Finance II PLC                                                            | CUSIP: 92243XAM3<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |     1725000 | PA      | $1813411.51   | 0.08%             | 2030-07-24      | Fixed         | 9.48%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                            | Ventas Realty LP                                                                            | CUSIP: 92277GAB3<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49198.02     | 0.00%             | 2043-09-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                                          | Venture Global Plaquemines LNG LLC                                                          | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     1650000 | PA      | $1855778.10   | 0.08%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                                          | Venture Global Plaquemines LNG LLC                                                          | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     1820000 | PA      | $1934732.80   | 0.09%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                                           | Venture Global Calcasieu Pass LLC                                                           | CUSIP: 92328MAF0<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |      322000 | PA      | $324506.17    | 0.01%             | 2036-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc                                                                      | Venture Global LNG Inc                                                                      | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     2050000 | PA      | $2137399.70   | 0.10%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc                                                                      | Venture Global LNG Inc                                                                      | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      550000 | PA      | $600251.85    | 0.03%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc                                                                      | Venture Global LNG Inc                                                                      | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     3915000 | PA      | $4200227.33   | 0.19%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                                  | Verizon Communications Inc                                                                  | CUSIP: 92343VEA8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      784000 | PA      | $761198.70    | 0.03%             | 2033-08-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                                  | Verizon Communications Inc                                                                  | CUSIP: 92343VFR0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      150000 | PA      | $131877.48    | 0.01%             | 2031-01-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                                  | Verizon Communications Inc                                                                  | CUSIP: 92343VFV1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      748000 | PA      | $424790.97    | 0.02%             | 2060-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                                  | Verizon Communications Inc                                                                  | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      100000 | PA      | $58271.05     | 0.00%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                                  | Verizon Communications Inc                                                                  | CUSIP: 92343VGB4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      100000 | PA      | $69670.52     | 0.00%             | 2051-03-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                                  | Verizon Communications Inc                                                                  | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      492000 | PA      | $377518.85    | 0.02%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                                  | Verizon Communications Inc                                                                  | CUSIP: 92343VGL2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      835000 | PA      | $586676.26    | 0.03%             | 2041-09-03      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                                  | Verizon Communications Inc                                                                  | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      200000 | PA      | $174866.98    | 0.01%             | 2032-03-15      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                                  | Verizon Communications Inc                                                                  | CUSIP: 92343VGP3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      328000 | PA      | $239333.20    | 0.01%             | 2052-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                                  | Verizon Communications Inc                                                                  | CUSIP: 92343VGY4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      191000 | PA      | $185332.60    | 0.01%             | 2035-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                                  | Verizon Communications Inc                                                                  | CUSIP: 92343VGZ1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      824000 | PA      | $823840.60    | 0.04%             | 2035-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                                  | Verizon Communications Inc                                                                  | CUSIP: 92343VHH0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      334000 | PA      | $324390.23    | 0.01%             | 2045-11-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                                  | Verizon Communications Inc                                                                  | CUSIP: 92343VHK3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      725000 | PA      | $699199.72    | 0.03%             | 2065-11-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                                                                        | Verisk Analytics Inc                                                                        | CUSIP: 92345YAP1<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |      643000 | PA      | $634154.63    | 0.03%             | 2031-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Vertiv Holdings Co                                                                          | Vertiv Holdings Co                                                                          | CUSIP: 92537NAA6<br>LEI: 549300KTTIRAOGXCRV69 | Long             | DBT              | CORP              | US        |       50000 | PA      | $48672.85     | 0.00%             | 2036-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                            | Paramount Global                                                                            | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |       88000 | PA      | $64597.92     | 0.00%             | 2043-09-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                            | Paramount Global                                                                            | CUSIP: 92553PAW2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      441000 | PA      | $298540.76    | 0.01%             | 2044-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Viatris Inc                                                                                 | Viatris Inc                                                                                 | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |      100000 | PA      | $76810.43     | 0.00%             | 2040-06-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                                          | VICI Properties LP                                                                          | CUSIP: 925650AF0<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101523.92    | 0.00%             | 2034-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Victra Holdings LLC / Victra Finance Corp                                                   | Victra Holdings LLC / Victra Finance Corp                                                   | CUSIP: 92648DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2425000 | PA      | $2539169.00   | 0.12%             | 2029-09-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Videotron Ltd                                                                               | Videotron Ltd                                                                               | CUSIP: 92660FAS3<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $76062.13     | 0.00%             | 2034-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virgin Media Finance PLC                                                                    | Virgin Media Finance PLC                                                                    | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |     3425000 | PA      | $2887021.89   | 0.13%             | 2030-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                              | Virginia Electric and Power Co                                                              | CUSIP: 927804GA6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |       50000 | PA      | $41523.57     | 0.00%             | 2048-12-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                              | Virginia Electric and Power Co                                                              | CUSIP: 927804GG3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |      150000 | PA      | $132630.32    | 0.01%             | 2032-03-30      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                              | Virginia Electric and Power Co                                                              | CUSIP: 927804GR9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100156.75    | 0.00%             | 2034-08-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                              | Virginia Electric and Power Co                                                              | CUSIP: 927804GS7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |      204000 | PA      | $193021.30    | 0.01%             | 2054-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                                    | Visa Inc                                                                                    | CUSIP: 92826CAJ1<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |      100000 | PA      | $76390.34     | 0.00%             | 2047-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                                    | Visa Inc                                                                                    | CUSIP: 92826CAM4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |      100000 | PA      | $92086.80     | 0.00%             | 2030-04-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                                    | Visa Inc                                                                                    | CUSIP: 92826CBA9<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |      416000 | PA      | $412241.61    | 0.02%             | 2033-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                                    | Vistra Operations Co LLC                                                                    | CUSIP: 92840VAQ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      100000 | PA      | $108890.30    | 0.00%             | 2033-10-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                                    | Vistra Operations Co LLC                                                                    | CUSIP: 92840VAX0<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      612000 | PA      | $604888.19    | 0.03%             | 2028-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                                    | Vistra Operations Co LLC                                                                    | CUSIP: 92840VBC5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     1052000 | PA      | $1041878.45   | 0.05%             | 2036-04-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Vital Infrastructure Property Trust                                                         | Vital Infrastructure Property Trust                                                         | CUSIP: 92848PAD9<br>LEI: 254900P6YIXMWDQDD912 | Long             | DBT              | CORP              | CA        |       50000 | PA      | $37568.01     | 0.00%             | 2030-02-18      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| VMware LLC                                                                                  | VMware LLC                                                                                  | CUSIP: 928563AF2<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100568.07    | 0.00%             | 2030-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                                          | Vodafone Group PLC                                                                          | CUSIP: 92857WBY5<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $93734.17     | 0.00%             | 2053-02-10      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                                          | Vodafone Group PLC                                                                          | CUSIP: 92857WBZ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      369000 | PA      | $342962.93    | 0.02%             | 2063-02-10      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                                          | Vodafone Group PLC                                                                          | CUSIP: 92857WCA6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      423000 | PA      | $401519.43    | 0.02%             | 2054-06-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                                          | Vodafone Group PLC                                                                          | CUSIP: 92857WCB4<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      483000 | PA      | $459927.37    | 0.02%             | 2064-06-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Vmed O2 UK Financing I PLC                                                                  | Vmed O2 UK Financing I PLC                                                                  | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     3450000 | PA      | $2970169.17   | 0.14%             | 2031-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                                     | Volkswagen Group of America Finance LLC                                                     | CUSIP: 928668BT8<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |      200000 | PA      | $198389.83    | 0.01%             | 2029-06-08      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| VoltaGrid LLC                                                                               | VoltaGrid LLC                                                                               | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |     2600000 | PA      | $2698597.20   | 0.12%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Vontier Corp                                                                                | Vontier Corp                                                                                | CUSIP: 928881AD3<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |      100000 | PA      | $95904.78     | 0.00%             | 2028-04-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Vontier Corp                                                                                | Vontier Corp                                                                                | CUSIP: 928881AF8<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |     1007000 | PA      | $919725.74    | 0.04%             | 2031-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Voya Financial Inc                                                                          | Voya Financial Inc                                                                          | CUSIP: 929089209<br>LEI: 549300T065Z4KJ686G75 | Long             | EP               | CORP              | US        |       77215 | NS      | $1850843.55   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial Inc                                                                          | Voya Financial Inc                                                                          | CUSIP: 929089AH3<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |       75000 | PA      | $73572.31     | 0.00%             | 2034-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                                                                         | Vulcan Materials Co                                                                         | CUSIP: 929160AZ2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96028.11     | 0.00%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Voya CLO 2019-2 Ltd                                                                         | Voya CLO 2019-2 Ltd                                                                         | CUSIP: 92917RAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       69547 | PA      | $69552.69     | 0.00%             | 2032-07-20      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Voyager Parent LLC                                                                          | Voyager Parent LLC                                                                          | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |     4043000 | PA      | $4299500.05   | 0.20%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| WEA Finance LLC                                                                             | WEA Finance LLC                                                                             | CUSIP: 92928QAF5<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96437.60     | 0.00%             | 2029-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust 2014-C21                                                    | WFRBS Commercial Mortgage Trust 2014-C21                                                    | CUSIP: 92939FAX7<br>LEI: 5493000F7E2NMQ4HIO61 | Long             | ABS-MBS          | CORP              | US        |      210492 | PA      | $206810.14    | 0.01%             | 2047-08-15      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust 2014-C21                                                    | WFRBS Commercial Mortgage Trust 2014-C21                                                    | CUSIP: 92939FAY5<br>LEI: 5493000F7E2NMQ4HIO61 | Long             | ABS-MBS          | CORP              | US        |      737117 | PA      | $710219.60    | 0.03%             | 2047-08-15      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc                                                                        | WEC Energy Group Inc                                                                        | CUSIP: 92939UAG1<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |      100000 | PA      | $94478.18     | 0.00%             | 2028-12-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc                                                                        | WEC Energy Group Inc                                                                        | CUSIP: 92939UAU0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |      300000 | PA      | $298155.24    | 0.01%             | 2056-05-15      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| WRKCo Inc                                                                                   | WRKCo Inc                                                                                   | CUSIP: 92940PAG9<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |      100000 | PA      | $87921.05     | 0.00%             | 2033-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WE Soda Investments Holding PLC                                                             | WE Soda Investments Holding PLC                                                             | CUSIP: 92943TAA1<br>LEI: 984500SE38C07DB47A90 | Long             | DBT              | CORP              | GB        |     2200000 | PA      | $2221636.74   | 0.10%             | 2028-10-06      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| WPP 2025 LLC/Delaware                                                                       | WPP 2025 LLC/Delaware                                                                       | CUSIP: 92944AAA1<br>LEI: 254900UMZIGDZHNI6216 | Long             | DBT              | CORP              | US        |      875000 | PA      | $858968.33    | 0.04%             | 2036-03-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Voya CLO 2025-1 Ltd                                                                         | Voya CLO 2025-1 Ltd                                                                         | CUSIP: 92945JAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      135000 | PA      | $134998.12    | 0.01%             | 2038-04-20      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                                                         | Wells Fargo Bank NA                                                                         | CUSIP: 92976GAJ0<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |      250000 | PA      | $274020.61    | 0.01%             | 2038-01-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                                 | Walmart Inc                                                                                 | CUSIP: 931142ES8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |       50000 | PA      | $47212.14     | 0.00%             | 2028-09-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                                 | Walmart Inc                                                                                 | CUSIP: 931142ET6<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |      150000 | PA      | $132940.85    | 0.01%             | 2031-09-22      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                                 | Walmart Inc                                                                                 | CUSIP: 931142EU3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |      100000 | PA      | $71795.26     | 0.00%             | 2041-09-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                                 | Walmart Inc                                                                                 | CUSIP: 931142FE8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |       50000 | PA      | $43328.97     | 0.00%             | 2053-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wand NewCo 3 Inc                                                                            | Wand NewCo 3 Inc                                                                            | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |     2895000 | PA      | $3013787.64   | 0.14%             | 2032-01-30      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Sound Inpatient Physicians Inc - Class A                                                    | Sound Inpatient Physicians Inc - Class A                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     4565306 | NS      | $319571.39    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Sound Inpatient Physicians Inc - Class A2                                                   | Sound Inpatient Physicians Inc - Class A2                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      204373 | NS      | $14306.14     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-5 Trust              | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-5 Trust              | CUSIP: 93934NAS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1461729 | PA      | $1045284.68   | 0.05%             | 2036-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                                                                       | Waste Connections Inc                                                                       | CUSIP: 94106BAA9<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |       50000 | PA      | $47050.35     | 0.00%             | 2030-02-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                                                                       | Waste Connections Inc                                                                       | CUSIP: 94106BAC5<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |      766000 | PA      | $673260.28    | 0.03%             | 2032-01-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                                        | Waste Management Inc                                                                        | CUSIP: 94106LBE8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98583.12     | 0.00%             | 2027-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                                        | Waste Management Inc                                                                        | CUSIP: 94106LBU2<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100114.35    | 0.00%             | 2033-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                                        | Waste Management Inc                                                                        | CUSIP: 94106LBX6<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |      659000 | PA      | $665058.68    | 0.03%             | 2027-07-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Waste Pro USA Inc                                                                           | Waste Pro USA Inc                                                                           | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |     3275000 | PA      | $3336260.25   | 0.15%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Wayfair LLC                                                                                 | Wayfair LLC                                                                                 | CUSIP: 94419NAC1<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |     2110000 | PA      | $2133224.77   | 0.10%             | 2032-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Webster Financial Corp                                                                      | Webster Financial Corp                                                                      | CUSIP: 947890AK5<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | DBT              | CORP              | US        |      755000 | PA      | $764586.67    | 0.03%             | 2035-09-11      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                            | Wells Fargo & Co                                                                            | CUSIP: 949746RF0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     1067000 | PA      | $1021864.78   | 0.05%             | 2044-01-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                            | Wells Fargo & Co                                                                            | CUSIP: 94974BGK0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      100000 | PA      | $78599.26     | 0.00%             | 2045-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                            | Wells Fargo & Co                                                                            | CUSIP: 94974BGU8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      214000 | PA      | $180570.15    | 0.01%             | 2046-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                            | Wells Fargo & Co                                                                            | CUSIP: 94988U128<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |        7070 | NS      | $134612.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                                                                            | Wells Fargo & Co                                                                            | CUSIP: 95000U2D4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      200000 | PA      | $199038.34    | 0.01%             | 2029-01-24      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                            | Wells Fargo & Co                                                                            | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      157000 | PA      | $148209.25    | 0.01%             | 2030-10-30      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                            | Wells Fargo & Co                                                                            | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      465000 | PA      | $431383.05    | 0.02%             | 2031-02-11      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                            | Wells Fargo & Co                                                                            | CUSIP: 95000U2L6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      200000 | PA      | $198559.50    | 0.01%             | 2031-04-04      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                            | Wells Fargo & Co                                                                            | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     1148000 | PA      | $864982.15    | 0.04%             | 2041-04-30      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                            | Wells Fargo & Co                                                                            | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      200000 | PA      | $204405.65    | 0.01%             | 2029-07-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                            | Wells Fargo & Co                                                                            | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102740.99    | 0.00%             | 2034-07-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                            | Wells Fargo & Co                                                                            | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      372000 | PA      | $379329.02    | 0.02%             | 2035-01-23      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                            | Wells Fargo & Co                                                                            | CUSIP: 95000U4A8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      982000 | PA      | $972071.37    | 0.04%             | 2029-09-15      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                            | Wells Fargo & Co                                                                            | CUSIP: 95000U4B6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       50000 | PA      | $48708.51     | 0.00%             | 2036-09-15      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                            | Wells Fargo & Co                                                                            | CUSIP: 95002YAE3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     2800000 | PA      | $2809704.80   | 0.13%             | N/A             | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                            | Welltower OP LLC                                                                            | CUSIP: 95040QAH7<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |      200000 | PA      | $198690.56    | 0.01%             | 2029-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution Inc                                                                      | WESCO Distribution Inc                                                                      | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      725000 | PA      | $750857.13    | 0.03%             | 2032-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution Inc                                                                      | WESCO Distribution Inc                                                                      | CUSIP: 95081QAU8<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      825000 | PA      | $822878.10    | 0.04%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Western Alliance Bank                                                                       | Western Alliance Bank                                                                       | CUSIP: 95758BCL1<br>LEI: SI7YQSVPFZBSQ878IC17 | Long             | DBT              | CORP              | US        |      940000 | PA      | $929208.80    | 0.04%             | 2035-11-15      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                              | Western Midstream Operating LP                                                              | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      262000 | PA      | $222822.97    | 0.01%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                              | Western Midstream Operating LP                                                              | CUSIP: 958667AJ6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      239000 | PA      | $236265.98    | 0.01%             | 2035-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp                                                    | Westinghouse Air Brake Technologies Corp                                                    | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50156.41     | 0.00%             | 2028-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Westlake Corp                                                                               | Westlake Corp                                                                               | CUSIP: 960413AY8<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |      100000 | PA      | $68210.92     | 0.00%             | 2041-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Westlake Corp                                                                               | Westlake Corp                                                                               | CUSIP: 960413BA9<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |      735000 | PA      | $435531.94    | 0.02%             | 2061-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                                        | Westpac Banking Corp                                                                        | CUSIP: 961214EQ2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |       50000 | PA      | $37025.19     | 0.00%             | 2040-11-16      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                                        | Westpac Banking Corp                                                                        | CUSIP: 961214EX7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      100000 | PA      | $89518.50     | 0.00%             | 2036-11-18      | Variable      | 3.02%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                                        | Westpac Banking Corp                                                                        | CUSIP: 961214FK4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $203945.71    | 0.01%             | 2027-11-18      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| WEX Inc                                                                                     | WEX Inc                                                                                     | CUSIP: 96208TAD6<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | DBT              | CORP              | US        |     5566000 | PA      | $5543831.74   | 0.25%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                                                                             | Weyerhaeuser Co                                                                             | CUSIP: 962166CB8<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |      496000 | PA      | $366553.96    | 0.02%             | 2052-03-09      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding 1 LLC                                                            | Wheels Fleet Lease Funding 1 LLC                                                            | CUSIP: 96328GCF2<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |     1861907 | PA      | $1865428.63   | 0.09%             | 2040-01-18      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| Wildfire Intermediate Holdings LLC                                                          | Wildfire Intermediate Holdings LLC                                                          | CUSIP: 96812HAA6<br>LEI: 5493003RHEMQJZEXIR02 | Long             | DBT              | CORP              | US        |     4200000 | PA      | $4322661.00   | 0.20%             | 2029-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                                        | Williams Cos Inc/The                                                                        | CUSIP: 969457BV1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      463000 | PA      | $453458.83    | 0.02%             | 2044-06-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                                        | Williams Cos Inc/The                                                                        | CUSIP: 969457BY5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      100000 | PA      | $90786.41     | 0.00%             | 2031-03-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                                        | Williams Cos Inc/The                                                                        | CUSIP: 969457CA6<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      100000 | PA      | $90555.39     | 0.00%             | 2052-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                                        | Williams Cos Inc/The                                                                        | CUSIP: 969457CJ7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      564000 | PA      | $584059.09    | 0.03%             | 2033-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                                        | Williams Cos Inc/The                                                                        | CUSIP: 969457CK4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101852.61    | 0.00%             | 2028-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                                        | Williams Cos Inc/The                                                                        | CUSIP: 969457CW8<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      328000 | PA      | $321978.02    | 0.01%             | 2056-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc                                                                    | Willis North America Inc                                                                    | CUSIP: 970648AG6<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99866.73     | 0.00%             | 2028-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc                                                                    | Willis North America Inc                                                                    | CUSIP: 970648AL5<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |      897000 | PA      | $899116.35    | 0.04%             | 2027-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc                                                                    | Willis North America Inc                                                                    | CUSIP: 970648AP6<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |      491000 | PA      | $484909.03    | 0.02%             | 2031-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Wintrust Financial Corp                                                                     | Wintrust Financial Corp                                                                     | CUSIP: 97650W702<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EP               | CORP              | US        |       16800 | NS      | $445032.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Wisconsin Electric Power Co                                                                 | Wisconsin Electric Power Co                                                                 | CUSIP: 976656CU0<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98636.23     | 0.00%             | 2030-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Wisconsin Power and Light Co                                                                | Wisconsin Power and Light Co                                                                | CUSIP: 976826BQ9<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |      380000 | PA      | $362670.62    | 0.02%             | 2032-09-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| Wisconsin Power and Light Co                                                                | Wisconsin Power and Light Co                                                                | CUSIP: 976826BS5<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101978.89    | 0.00%             | 2034-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Woodside Finance Ltd                                                                        | Woodside Finance Ltd                                                                        | CUSIP: 980236AQ6<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |       50000 | PA      | $49826.50     | 0.00%             | 2029-03-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Woodside Finance Ltd                                                                        | Woodside Finance Ltd                                                                        | CUSIP: 980236AT0<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |     1059000 | PA      | $1081775.58   | 0.05%             | 2030-05-19      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| WULF Compute LLC                                                                            | WULF Compute LLC                                                                            | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2875000 | PA      | $3021611.12   | 0.14%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Wyndham Hotels & Resorts Inc                                                                | Wyndham Hotels & Resorts Inc                                                                | CUSIP: 98311AAE5<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |     1900000 | PA      | $1880162.48   | 0.09%             | 2033-03-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                                        | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                                        | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1350000 | PA      | $1428842.70   | 0.07%             | 2031-02-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                             | Xcel Energy Inc                                                                             | CUSIP: 98389B878<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EP               | CORP              | US        |       51209 | NS      | $1250523.78   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy Inc                                                                             | Xcel Energy Inc                                                                             | CUSIP: 98389BBA7<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102155.06    | 0.00%             | 2033-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Xylem Inc/NY                                                                                | Xylem Inc/NY                                                                                | CUSIP: 98419MAL4<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |      100000 | PA      | $90408.52     | 0.00%             | 2031-01-30      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Yara International ASA                                                                      | Yara International ASA                                                                      | CUSIP: 984851AF2<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | DBT              | CORP              | NO        |      100000 | PA      | $100156.74    | 0.00%             | 2028-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Yinson Bergenia Production BV                                                               | Yinson Bergenia Production BV                                                               | CUSIP: 98585VAA6<br>LEI: 549300JDIAWKPMZD5256 | Long             | DBT              | CORP              | NL        |      937365 | PA      | $1002284.09   | 0.05%             | 2045-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Zais Clo 16 Ltd                                                                             | Zais Clo 16 Ltd                                                                             | CUSIP: 98875JBJ2<br>LEI: 549300AH84CSK4XX3T86 | Long             | ABS-CBDO         | CORP              | KY        |      782000 | PA      | $781188.28    | 0.04%             | 2034-10-20      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Zions Bancorp NA                                                                            | Zions Bancorp NA                                                                            | CUSIP: 98971DAC4<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |     1042000 | PA      | $1087919.55   | 0.05%             | 2035-11-19      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                                  | Zoetis Inc                                                                                  | CUSIP: 98978VAW3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49771.54     | 0.00%             | 2028-08-17      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ZoomInfo Technologies LLC/ZoomInfo Finance Corp                                             | ZoomInfo Technologies LLC/ZoomInfo Finance Corp                                             | CUSIP: 98981BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3550000 | PA      | $2888104.88   | 0.13%             | 2029-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BlackRock Liquidity FedFund - Institutional Class                                           | BlackRock Liquidity FedFund - Institutional Class                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |     1945721 | NS      | $1945721.27   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Arctic Canadian Diamond Co Ltd                                                              | Arctic Canadian Diamond Co Ltd                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CA        |        6589 | NS      | $238620.64    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Yorkshire Water Services Finance Ltd                                                        | Yorkshire Water Services Finance Ltd                                                        | CUSIP: N/A<br>LEI: 213800SPVHJCCUH13862       | Long             | DBT              | CORP              | GB        |       50000 | PA      | $63632.86     | 0.00%             | 2037-05-28      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                                      | Peruvian Government International Bond                                                      | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |    15650000 | PA      | $4516586.07   | 0.21%             | 2037-08-12      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| E.ON International Finance BV                                                               | E.ON International Finance BV                                                               | CUSIP: N/A<br>LEI: 549300TG53AWJ719M814       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $131785.80    | 0.01%             | 2037-10-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Aviva PLC                                                                                   | Aviva PLC                                                                                   | CUSIP: N/A<br>LEI: YF0Y5B0IB8SM0ZFG9G81       | Long             | DBT              | CORP              | GB        |       50000 | PA      | $67658.29     | 0.00%             | 2058-05-20      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                               | Mexican Bonos                                                                               | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |   117500000 | PA      | $6222788.16   | 0.28%             | 2038-11-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| National Grid Electricity Distribution West Midlands PLC                                    | National Grid Electricity Distribution West Midlands PLC                                    | CUSIP: N/A<br>LEI: 549300L22M2RCLXON143       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $137372.26    | 0.01%             | 2032-04-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance Ltd                                                                    | BHP Billiton Finance Ltd                                                                    | CUSIP: N/A<br>LEI: 549300KZMIS43NMT0A66       | Long             | DBT              | CORP              | AU        |      100000 | PA      | $108248.42    | 0.00%             | 2042-09-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                    | AT&T Inc                                                                                    | CUSIP: N/A<br>LEI: 549300Z40J86GGSTL398       | Long             | DBT              | CORP              | US        |      100000 | PA      | $102450.94    | 0.00%             | 2043-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Prologis International Funding II SA                                                        | Prologis International Funding II SA                                                        | CUSIP: N/A<br>LEI: 213800JNRWW2C9DWI388       | Long             | DBT              | CORP              | LU        |      125000 | PA      | $139301.28    | 0.01%             | 2030-11-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                                  | Anheuser-Busch InBev SA/NV                                                                  | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |      100000 | PA      | $107195.70    | 0.00%             | 2036-03-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Autoroutes du Sud de la France SA                                                           | Autoroutes du Sud de la France SA                                                           | CUSIP: N/A<br>LEI: 213800U12KWYZEECZ934       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $116204.04    | 0.01%             | 2027-01-18      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                                   | Apple Inc                                                                                   | CUSIP: N/A<br>LEI: HWUPKR0MPOU8FGXBT394       | Long             | DBT              | CORP              | US        |      100000 | PA      | $112179.39    | 0.01%             | 2029-05-24      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Iberdrola Finanzas SA                                                                       | Iberdrola Finanzas SA                                                                       | CUSIP: N/A<br>LEI: 5493004PZNZWWBOUV388       | Long             | DBT              | CORP              | ES        |      100000 | PA      | $111495.88    | 0.01%             | 2029-11-29      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                                                      | AXA SA                                                                                      | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $115679.98    | 0.01%             | 2049-05-28      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Brazil Notas do Tesouro Nacional Serie F                                                    | Brazil Notas do Tesouro Nacional Serie F                                                    | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |    50400000 | PA      | $9410907.79   | 0.43%             | 2029-01-01      | Fixed         | 9.76%                 | No            |                  2 | On Loan: No      |
| Naturgy Finance Iberia SA                                                                   | Naturgy Finance Iberia SA                                                                   | CUSIP: N/A<br>LEI: 2138005FTXOJUBQ5J563       | Long             | DBT              | CORP              | ES        |      100000 | PA      | $114411.62    | 0.01%             | 2028-01-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| British Telecommunications PLC                                                              | British Telecommunications PLC                                                              | CUSIP: N/A<br>LEI: 549300OWFMSO9NYV4H90       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $122308.45    | 0.01%             | 2031-11-21      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                                         | Volkswagen International Finance NV                                                         | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $113593.00    | 0.01%             | 2038-11-16      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                              | Commerzbank AG                                                                              | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $113932.40    | 0.01%             | 2028-08-28      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Heineken NV                                                                                 | Heineken NV                                                                                 | CUSIP: N/A<br>LEI: 724500K5PTPSST86UQ23       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $108630.45    | 0.00%             | 2031-03-17      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Blend Funding PLC                                                                           | Blend Funding PLC                                                                           | CUSIP: N/A<br>LEI: 213800Y8TMLUT9SN1E94       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $88345.96     | 0.00%             | 2049-09-21      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                                   | Orange SA                                                                                   | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |      200000 | PA      | $220945.30    | 0.01%             | 2030-09-12      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                                     | Eni SpA                                                                                     | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |      100000 | PA      | $106890.55    | 0.00%             | 2030-01-23      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Red Electrica Financiaciones SA                                                             | Red Electrica Financiaciones SA                                                             | CUSIP: N/A<br>LEI: 9598006P00EGK6U2SG18       | Long             | DBT              | CORP              | ES        |      100000 | PA      | $115843.90    | 0.01%             | 2027-03-13      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Unilever Finance Netherlands BV                                                             | Unilever Finance Netherlands BV                                                             | CUSIP: N/A<br>LEI: 549300SWJ4YK4LLNT176       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $108764.21    | 0.00%             | 2030-09-04      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Cloverie PLC for Zurich Insurance Co Ltd                                                    | Cloverie PLC for Zurich Insurance Co Ltd                                                    | CUSIP: N/A<br>LEI: 5493002N598MXOKUEF55       | Long             | DBT              | CORP              | IE        |      100000 | PA      | $112642.24    | 0.01%             | 2028-12-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                                  | Vonovia SE                                                                                  | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $92108.53     | 0.00%             | 2034-09-14      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| M&G PLC                                                                                     | M&G PLC                                                                                     | CUSIP: N/A<br>LEI: 254900TWUJUQ44TQJY84       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $133100.34    | 0.01%             | 2051-10-20      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| Southern Housing                                                                            | Southern Housing                                                                            | CUSIP: N/A<br>LEI: 213800XJQUYGOARTZX86       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $87090.46     | 0.00%             | 2047-10-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SAP SE                                                                                      | SAP SE                                                                                      | CUSIP: N/A<br>LEI: 529900D6BF99LW9R2E68       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $113880.48    | 0.01%             | 2028-03-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| APRR SA                                                                                     | APRR SA                                                                                     | CUSIP: N/A<br>LEI: 9695002SV2VP9CU42826       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $114035.17    | 0.01%             | 2028-01-18      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                                  | Verizon Communications Inc                                                                  | CUSIP: N/A<br>LEI: 2S72QS2UO2OESLG6Y829       | Long             | DBT              | CORP              | US        |      200000 | PA      | $128293.22    | 0.01%             | 2030-05-06      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                              | Eli Lilly & Co                                                                              | CUSIP: N/A<br>LEI: FRDRIPF3EKNDJ2CQJL29       | Long             | DBT              | CORP              | US        |      100000 | PA      | $101847.54    | 0.00%             | 2031-11-01      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Notting Hill Genesis                                                                        | Notting Hill Genesis                                                                        | CUSIP: N/A<br>LEI: 21380056VIC699RDGA46       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $127335.93    | 0.01%             | 2029-01-31      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Telstra Group Ltd                                                                           | Telstra Group Ltd                                                                           | CUSIP: N/A<br>LEI: 894500WRW54CVN62K416       | Long             | DBT              | CORP              | AU        |      100000 | PA      | $111682.68    | 0.01%             | 2029-03-26      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                                  | Fiserv Inc                                                                                  | CUSIP: N/A<br>LEI: GI7UBEJLXYLGR2C7GV83       | Long             | DBT              | CORP              | US        |      100000 | PA      | $118619.68    | 0.01%             | 2031-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United Utilities Water Finance PLC                                                          | United Utilities Water Finance PLC                                                          | CUSIP: N/A<br>LEI: 213800313INX42GDLR44       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $120488.10    | 0.01%             | 2031-02-12      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd                                                                        | Heathrow Funding Ltd                                                                        | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |      100000 | PA      | $100050.31    | 0.00%             | 2036-03-14      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| RELX Finance BV                                                                             | RELX Finance BV                                                                             | CUSIP: N/A<br>LEI: 54930086P8MBY4IN4E29       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $111993.74    | 0.01%             | 2028-03-10      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain SA                                                                      | Cie de Saint-Gobain SA                                                                      | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $116446.23    | 0.01%             | 2027-10-04      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                            | Wells Fargo & Co                                                                            | CUSIP: N/A<br>LEI: PBLD0EJDB5FWOLXP3B76       | Long             | DBT              | CORP              | US        |      100000 | PA      | $126358.01    | 0.01%             | 2029-05-02      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Novo Nordisk Finance Netherlands BV                                                         | Novo Nordisk Finance Netherlands BV                                                         | CUSIP: N/A<br>LEI: 549300X0PCJ6M2JZQW91       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $110020.36    | 0.01%             | 2030-03-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ASR Nederland NV                                                                            | ASR Nederland NV                                                                            | CUSIP: N/A<br>LEI: 7245000G0HS48PZWUD53       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $116008.58    | 0.01%             | 2049-05-02      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                              | BNP Paribas SA                                                                              | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $110677.39    | 0.01%             | 2029-05-28      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                             | Nordea Bank Abp                                                                             | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | DBT              | CORP              | FI        |      100000 | PA      | $113006.91    | 0.01%             | 2032-08-24      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Akelius Residential Property Financing BV                                                   | Akelius Residential Property Financing BV                                                   | CUSIP: N/A<br>LEI: 724500ABLEHD1CIBAA35       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $112735.99    | 0.01%             | 2028-01-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA/London                                                                   | Credit Agricole SA/London                                                                   | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $112431.62    | 0.01%             | 2029-03-05      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                                                               | Medtronic Global Holdings SCA                                                               | CUSIP: N/A<br>LEI: 549300JXMTTP8GKYIX14       | Long             | DBT              | CORP              | LU        |      100000 | PA      | $115761.00    | 0.01%             | 2027-03-07      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Gecina SA                                                                                   | Gecina SA                                                                                   | CUSIP: N/A<br>LEI: 9695003E4MMA10IBTR26       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $98397.93     | 0.00%             | 2034-05-29      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                                  | Capital One Financial Corp                                                                  | CUSIP: N/A<br>LEI: ZUE8T73ROZOF6FLBAR73       | Long             | DBT              | CORP              | US        |      100000 | PA      | $110722.58    | 0.01%             | 2029-06-12      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                                        | Bank of America Corp                                                                        | CUSIP: N/A<br>LEI: 9DJT3UXIJIZJI4WXO774       | Long             | DBT              | CORP              | US        |      100000 | PA      | $110871.06    | 0.01%             | 2030-05-09      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                                                                     | Illinois Tool Works Inc                                                                     | CUSIP: N/A<br>LEI: 76NA4I14SZCFAYMNSV04       | Long             | DBT              | CORP              | US        |      100000 | PA      | $104655.43    | 0.00%             | 2031-06-05      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| DH Europe Finance II Sarl                                                                   | DH Europe Finance II Sarl                                                                   | CUSIP: N/A<br>LEI: 222100KDGL314CKTZ511       | Long             | DBT              | CORP              | LU        |      100000 | PA      | $102069.18    | 0.00%             | 2031-09-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| AusNet Services Holdings Pty Ltd                                                            | AusNet Services Holdings Pty Ltd                                                            | CUSIP: N/A<br>LEI: TTMIG9TE1S0X3ZPDHD61       | Long             | DBT              | CORP              | AU        |      100000 | PA      | $65466.99     | 0.00%             | 2029-07-31      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                                      | BP Capital Markets PLC                                                                      | CUSIP: N/A<br>LEI: 549300CRVT18MXX0AG93       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $95022.08     | 0.00%             | 2034-11-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Repsol International Finance BV                                                             | Repsol International Finance BV                                                             | CUSIP: N/A<br>LEI: 5493002YCY6HTK0OUR29       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $113628.47    | 0.01%             | 2027-08-02      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                                                                   | Prosus NV                                                                                   | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $104595.96    | 0.00%             | 2032-08-03      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| Ausgrid Finance Pty Ltd                                                                     | Ausgrid Finance Pty Ltd                                                                     | CUSIP: N/A<br>LEI: 549300DN8D7YR73BKB57       | Long             | DBT              | CORP              | AU        |      100000 | PA      | $70131.53     | 0.00%             | 2027-02-05      | Fixed         | 1.81%                 | No            |                  2 | On Loan: No      |
| Merck Financial Services GmbH                                                               | Merck Financial Services GmbH                                                               | CUSIP: N/A<br>LEI: 549300OELEN3ZS5RB682       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $103543.12    | 0.00%             | 2031-07-05      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| MMS USA Holdings Inc                                                                        | MMS USA Holdings Inc                                                                        | CUSIP: N/A<br>LEI: 5493006U67P2Y34N2G08       | Long             | DBT              | CORP              | US        |      100000 | PA      | $112464.65    | 0.01%             | 2028-06-13      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                             | Berkshire Hathaway Finance Corp                                                             | CUSIP: N/A<br>LEI: 549300RLHFT5RU20WM87       | Long             | DBT              | CORP              | US        |      100000 | PA      | $91698.88     | 0.00%             | 2039-06-19      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Gatwick Funding Ltd                                                                         | Gatwick Funding Ltd                                                                         | CUSIP: N/A<br>LEI: 213800NK8FA3GKS6X167       | Long             | DBT              | CORP              | JE        |      100000 | PA      | $74062.57     | 0.00%             | 2051-07-05      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                                                 | Netflix Inc                                                                                 | CUSIP: N/A<br>LEI: 549300Y7VHGU0I7CE873       | Long             | DBT              | CORP              | US        |      100000 | PA      | $118836.86    | 0.01%             | 2030-06-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| EP Infrastructure AS                                                                        | EP Infrastructure AS                                                                        | CUSIP: N/A<br>LEI: 315700I4J1M1NKGWWY89       | Long             | DBT              | CORP              | CZ        |      100000 | PA      | $113372.91    | 0.01%             | 2028-10-09      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Transurban Queensland Finance Pty Ltd                                                       | Transurban Queensland Finance Pty Ltd                                                       | CUSIP: N/A<br>LEI: 549300RSN9SFNT54IZ82       | Long             | DBT              | CORP              | AU        |      100000 | PA      | $62770.07     | 0.00%             | 2031-08-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                                    | Lloyds Banking Group PLC                                                                    | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $123005.75    | 0.01%             | 2031-09-21      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Generali                                                                                    | Generali                                                                                    | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | DBT              | CORP              | IT        |      150000 | PA      | $166368.91    | 0.01%             | 2030-10-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                                   | Orange SA                                                                                   | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $97140.44     | 0.00%             | 2032-09-04      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                                                     | Veolia Environnement SA                                                                     | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $100407.79    | 0.00%             | 2032-01-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                                         | Intesa Sanpaolo SpA                                                                         | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |      100000 | PA      | $114223.33    | 0.01%             | 2030-10-14      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                                | Thermo Fisher Scientific Inc                                                                | CUSIP: N/A<br>LEI: HCHV7422L5HDJZCRFL38       | Long             | DBT              | CORP              | US        |      100000 | PA      | $86601.59     | 0.00%             | 2039-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                                 | Goldman Sachs Group Inc/The                                                                 | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |      200000 | PA      | $214864.61    | 0.01%             | 2030-01-21      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| AIB Group PLC                                                                               | AIB Group PLC                                                                               | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | DBT              | CORP              | IE        |      100000 | PA      | $120496.47    | 0.01%             | 2029-07-23      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                                          | Credit Agricole SA                                                                          | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $134983.86    | 0.01%             | 2029-10-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Lseg Netherlands BV                                                                         | Lseg Netherlands BV                                                                         | CUSIP: N/A<br>LEI: 213800JCR9B7CYW7U265       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $111081.38    | 0.01%             | 2028-04-06      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                                        | Siemens Financieringsmaatschappij NV                                                        | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $109196.05    | 0.00%             | 2029-02-20      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Wintershall Dea Finance BV                                                                  | Wintershall Dea Finance BV                                                                  | CUSIP: N/A<br>LEI: 529900SUC9JUI6M74U66       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $111278.16    | 0.01%             | 2028-09-25      | Fixed         | 1.33%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                               | Citigroup Inc                                                                               | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | CORP              | US        |      180000 | PA      | $229220.80    | 0.01%             | 2028-11-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bond                                                       | Ukraine Government International Bond                                                       | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |     5142146 | PA      | $3156093.66   | 0.14%             | 2034-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                                     | E.ON SE                                                                                     | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $117114.24    | 0.01%             | 2030-03-05      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                                | Stryker Corp                                                                                | CUSIP: N/A<br>LEI: 5493002F0SC4JTBU5137       | Long             | DBT              | CORP              | US        |      100000 | PA      | $109762.10    | 0.01%             | 2029-03-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                                    | Cooperatieve Rabobank UA                                                                    | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $114941.74    | 0.01%             | 2028-05-05      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| Pension Insurance Corp PLC                                                                  | Pension Insurance Corp PLC                                                                  | CUSIP: N/A<br>LEI: M31AVDIX8NY21MAUQF46       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $127442.08    | 0.01%             | 2031-05-07      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Allianz Finance II BV                                                                       | Allianz Finance II BV                                                                       | CUSIP: N/A<br>LEI: 529900C9NVPTCPDI1D65       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $104371.06    | 0.00%             | 2031-01-14      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| WPC Eurobond BV                                                                             | WPC Eurobond BV                                                                             | CUSIP: N/A<br>LEI: 5493005XDMOLBARL5M14       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $105520.19    | 0.00%             | 2030-06-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                                          | Banco Santander SA                                                                          | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      100000 | PA      | $111689.70    | 0.01%             | 2028-02-11      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Italgas SpA                                                                                 | Italgas SpA                                                                                 | CUSIP: N/A<br>LEI: 815600F25FF44EF1FA76       | Long             | DBT              | CORP              | IT        |      100000 | PA      | $102011.14    | 0.00%             | 2031-12-11      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Ivory Coast Government International Bond                                                   | Ivory Coast Government International Bond                                                   | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |     3275000 | PA      | $3855137.94   | 0.18%             | 2031-10-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Qantas Airways Ltd                                                                          | Qantas Airways Ltd                                                                          | CUSIP: N/A<br>LEI: YLXNW6TI6QSK1H8H0N82       | Long             | DBT              | CORP              | AU        |      100000 | PA      | $65137.98     | 0.00%             | 2029-11-27      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| RCI Banque SA                                                                               | RCI Banque SA                                                                               | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $115891.34    | 0.01%             | 2027-01-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                                         | Intesa Sanpaolo SpA                                                                         | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |      100000 | PA      | $124399.71    | 0.01%             | 2030-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                                                                   | Prosus NV                                                                                   | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | DBT              | CORP              | NL        |      200000 | PA      | $192225.90    | 0.01%             | 2030-01-21      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                                | Comcast Corp                                                                                | CUSIP: N/A<br>LEI: 51M0QTTNCGUN7KFCFZ59       | Long             | DBT              | CORP              | US        |      100000 | PA      | $123675.01    | 0.01%             | 2029-02-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| IWG US Finance LLC                                                                          | IWG US Finance LLC                                                                          | CUSIP: N/A<br>LEI: 2138007YTG2ORNIGUJ66       | Long             | DBT              | CORP              | US        |      100000 | PA      | $126152.26    | 0.01%             | 2030-06-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                                      | BP Capital Markets PLC                                                                      | CUSIP: N/A<br>LEI: 549300CRVT18MXX0AG93       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $115883.44    | 0.01%             | N/A             | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| Danone SA                                                                                   | Danone SA                                                                                   | CUSIP: N/A<br>LEI: 969500KMUQ2B6CBAF162       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $104158.57    | 0.00%             | 2030-11-09      | Fixed         | 0.52%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                           | NatWest Group PLC                                                                           | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $130117.47    | 0.01%             | 2028-11-09      | Variable      | 2.06%                 | No            |                  2 | On Loan: No      |
| Bertelsmann SE & Co KGaA                                                                    | Bertelsmann SE & Co KGaA                                                                    | CUSIP: N/A<br>LEI: 5299001BUUGXAREGE533       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $114847.10    | 0.01%             | 2028-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Iberdrola Finanzas SA                                                                       | Iberdrola Finanzas SA                                                                       | CUSIP: N/A<br>LEI: 5493004PZNZWWBOUV388       | Long             | DBT              | CORP              | ES        |      100000 | PA      | $119849.50    | 0.01%             | N/A             | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                            | Deutsche Bank AG                                                                            | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      200000 | PA      | $244542.04    | 0.01%             | 2030-09-05      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Network Finance Co Pty Ltd                                                                  | Network Finance Co Pty Ltd                                                                  | CUSIP: N/A<br>LEI: 213800XV6ZAOWZ2IIS63       | Long             | DBT              | CORP              | AU        |      100000 | PA      | $67122.87     | 0.00%             | 2028-10-03      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                                                         | Deutsche Telekom AG                                                                         | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $72243.86     | 0.00%             | 2049-12-09      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                                                         | LVMH Moet Hennessy Louis Vuitton SE                                                         | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $111881.60    | 0.01%             | 2028-02-11      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Capgemini SE                                                                                | Capgemini SE                                                                                | CUSIP: N/A<br>LEI: 96950077L0TN7BAROX36       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $112984.11    | 0.01%             | 2029-04-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Digital Dutch Finco BV                                                                      | Digital Dutch Finco BV                                                                      | CUSIP: N/A<br>LEI: 549300ONZ5IS6B6IMJ70       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $104818.85    | 0.00%             | 2031-02-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                            | Coca-Cola Co/The                                                                            | CUSIP: N/A<br>LEI: UWJKFUJFZ02DKWI3RY53       | Long             | DBT              | CORP              | US        |      100000 | PA      | $90737.41     | 0.00%             | 2036-05-06      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| LEG Immobilien SE                                                                           | LEG Immobilien SE                                                                           | CUSIP: N/A<br>LEI: 391200SO40AKONBO0Z96       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $100757.30    | 0.00%             | 2031-06-30      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| JAB Holdings BV                                                                             | JAB Holdings BV                                                                             | CUSIP: N/A<br>LEI: 529900RRNKUM3INJGF98       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $123184.18    | 0.01%             | 2032-06-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Legal & General Group PLC                                                                   | Legal & General Group PLC                                                                   | CUSIP: N/A<br>LEI: 213800JH9QQWHLO99821       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $129271.88    | 0.01%             | 2050-11-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                                                                  | Allianz SE                                                                                  | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $118705.33    | 0.01%             | 2052-07-05      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Akzo Nobel NV                                                                               | Akzo Nobel NV                                                                               | CUSIP: N/A<br>LEI: 724500XYIJUGXAA5QD70       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $105546.99    | 0.00%             | 2032-03-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                                         | Intesa Sanpaolo SpA                                                                         | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |      100000 | PA      | $126349.08    | 0.01%             | 2031-08-29      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Cellnex Finance Co SA                                                                       | Cellnex Finance Co SA                                                                       | CUSIP: N/A<br>LEI: 549300OUROMFTRFA7T23       | Long             | DBT              | CORP              | ES        |      100000 | PA      | $103359.26    | 0.00%             | 2033-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                                         | Volkswagen International Finance NV                                                         | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $116861.19    | 0.01%             | N/A             | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                                 | Goldman Sachs Group Inc/The                                                                 | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |      100000 | PA      | $131135.53    | 0.01%             | 2029-10-29      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                                | Takeda Pharmaceutical Co Ltd                                                                | CUSIP: N/A<br>LEI: 549300ZLMVP4X0OGR454       | Long             | DBT              | CORP              | JP        |      100000 | PA      | $109180.61    | 0.00%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Air Liquide Finance SA                                                                      | Air Liquide Finance SA                                                                      | CUSIP: N/A<br>LEI: 549300YGXL5Z3R14K812       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $101516.95    | 0.00%             | 2031-05-27      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| CCEP Finance Ireland DAC                                                                    | CCEP Finance Ireland DAC                                                                    | CUSIP: N/A<br>LEI: 549300C3FJ5JIMZNEN16       | Long             | DBT              | CORP              | IE        |      100000 | PA      | $82842.43     | 0.00%             | 2041-05-06      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Pernod Ricard SA                                                                            | Pernod Ricard SA                                                                            | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $110273.85    | 0.01%             | 2030-04-08      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Transurban Finance Co Pty Ltd                                                               | Transurban Finance Co Pty Ltd                                                               | CUSIP: N/A<br>LEI: 54930081LPJMUMEA6E57       | Long             | DBT              | CORP              | AU        |      100000 | PA      | $114843.58    | 0.01%             | 2030-04-08      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Banco de Sabadell SA                                                                        | Banco de Sabadell SA                                                                        | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | DBT              | CORP              | ES        |      100000 | PA      | $120271.67    | 0.01%             | 2030-09-13      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                                                                | DNB Bank ASA                                                                                | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | DBT              | CORP              | NO        |      100000 | PA      | $111325.98    | 0.01%             | 2029-02-23      | Variable      | 0.25%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital PLC                                                                 | GlaxoSmithKline Capital PLC                                                                 | CUSIP: N/A<br>LEI: 549300U0LV41VX7LEP38       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $99213.16     | 0.00%             | 2035-05-12      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Nestle Finance International Ltd                                                            | Nestle Finance International Ltd                                                            | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |      100000 | PA      | $107937.93    | 0.00%             | 2031-03-29      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| National Grid PLC                                                                           | National Grid PLC                                                                           | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $107034.19    | 0.00%             | 2029-09-18      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Mexican Udibonos                                                                            | Mexican Udibonos                                                                            | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    26380467 | PA      | $1376523.18   | 0.06%             | 2031-11-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Airbus SE                                                                                   | Airbus SE                                                                                   | CUSIP: N/A<br>LEI: MINO79WLOO247M1IL051       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $110411.47    | 0.01%             | 2030-06-09      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                                            | TotalEnergies SE                                                                            | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $113559.88    | 0.01%             | N/A             | Variable      | 1.63%                 | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                                            | TotalEnergies SE                                                                            | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $102222.22    | 0.00%             | N/A             | Variable      | 2.13%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                                                   | Prologis Euro Finance LLC                                                                   | CUSIP: N/A<br>LEI: 549300MI5D1784PRQH06       | Long             | DBT              | CORP              | US        |      200000 | PA      | $196749.57    | 0.01%             | 2032-02-16      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                            | Exxon Mobil Corp                                                                            | CUSIP: N/A<br>LEI: J3WHBG0MTS7O8ZVMDC91       | Long             | DBT              | CORP              | US        |      100000 | PA      | $100768.93    | 0.00%             | 2032-06-26      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| Clarion Funding PLC                                                                         | Clarion Funding PLC                                                                         | CUSIP: N/A<br>LEI: 213800BLOAKXC1BXLJ29       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $104803.45    | 0.00%             | 2032-11-13      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Klepierre SA                                                                                | Klepierre SA                                                                                | CUSIP: N/A<br>LEI: 969500PB4U31KEFHZ621       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $113062.72    | 0.01%             | 2029-05-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                              | Shell International Finance BV                                                              | CUSIP: N/A<br>LEI: 213800ITMMKU4Z7I4F78       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $102418.33    | 0.00%             | 2032-11-11      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Ltd                                                            | Galaxy Pipeline Assets Bidco Ltd                                                            | CUSIP: N/A<br>LEI: 549300L82YB0C6JQIC26       | Long             | DBT              | CORP              | JE        |      131974 | PA      | $118159.11    | 0.01%             | 2034-03-31      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| Tesco Corporate Treasury Services PLC                                                       | Tesco Corporate Treasury Services PLC                                                       | CUSIP: N/A<br>LEI: 21380018AJDKNF3A6712       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $124031.96    | 0.01%             | 2030-04-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                                   | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                                   | CUSIP: N/A<br>LEI: 529900MUF4C20K50JS49       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $104828.33    | 0.00%             | 2041-05-26      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| Romania Government Bond                                                                     | Romania Government Bond                                                                     | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    12950000 | PA      | $2845488.94   | 0.13%             | 2032-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                                      | TotalEnergies Capital International SA                                                      | CUSIP: N/A<br>LEI: 549300U37G2I8G4RUG09       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $85860.49     | 0.00%             | 2040-05-18      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Terna - Rete Elettrica Nazionale                                                            | Terna - Rete Elettrica Nazionale                                                            | CUSIP: N/A<br>LEI: 8156009E94ED54DE7C31       | Long             | DBT              | CORP              | IT        |      100000 | PA      | $107501.16    | 0.00%             | 2029-06-23      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Hyde Housing Association Ltd                                                                | Hyde Housing Association Ltd                                                                | CUSIP: N/A<br>LEI: 213800WOZ2BUYBVOGK96       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $51542.88     | 0.00%             | 2055-08-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SSE PLC                                                                                     | SSE PLC                                                                                     | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $117471.01    | 0.01%             | N/A             | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Traton Finance Luxembourg SA                                                                | Traton Finance Luxembourg SA                                                                | CUSIP: N/A<br>LEI: 529900BRKIE6LKIEXD84       | Long             | DBT              | CORP              | LU        |      100000 | PA      | $98307.38     | 0.00%             | 2033-03-24      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Aster Treasury Plc                                                                          | Aster Treasury Plc                                                                          | CUSIP: N/A<br>LEI: 213800P9VSYTW2S14R80       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $90912.49     | 0.00%             | 2036-01-27      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                                  | Verizon Communications Inc                                                                  | CUSIP: N/A<br>LEI: 2S72QS2UO2OESLG6Y829       | Long             | DBT              | CORP              | US        |      100000 | PA      | $99600.22     | 0.00%             | 2033-05-18      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| JDE Peet's NV                                                                               | JDE Peet's NV                                                                               | CUSIP: N/A<br>LEI: 724500EHG519SE5ZRT89       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $111895.76    | 0.01%             | 2028-02-09      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Abertis Infraestructuras SA                                                                 | Abertis Infraestructuras SA                                                                 | CUSIP: N/A<br>LEI: 549300GKFVWI02JQ5332       | Long             | DBT              | CORP              | ES        |      100000 | PA      | $119051.51    | 0.01%             | 2028-01-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Sydney Airport Finance Co Pty Ltd                                                           | Sydney Airport Finance Co Pty Ltd                                                           | CUSIP: N/A<br>LEI: 549300MJAANHLHOVTO40       | Long             | DBT              | CORP              | AU        |      100000 | PA      | $120654.88    | 0.01%             | 2033-05-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                                       | Banque Federative du Credit Mutuel SA                                                       | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $120906.48    | 0.01%             | 2030-05-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Telia Co AB                                                                                 | Telia Co AB                                                                                 | CUSIP: N/A<br>LEI: 213800FSR9RNDUOTXO25       | Long             | DBT              | CORP              | SE        |      100000 | PA      | $101682.40    | 0.00%             | 2030-11-27      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Cadent Finance PLC                                                                          | Cadent Finance PLC                                                                          | CUSIP: N/A<br>LEI: 5493005M8TJ0J6IMUF67       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $134466.17    | 0.01%             | 2034-03-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Eastern Power Networks PLC                                                                  | Eastern Power Networks PLC                                                                  | CUSIP: N/A<br>LEI: 213800U5R8Q5KGM2KU56       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $99403.45     | 0.00%             | 2035-06-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Acef Holding SCA                                                                            | Acef Holding SCA                                                                            | CUSIP: N/A<br>LEI: 213800KW7LHVG5QUS111       | Long             | DBT              | CORP              | LU        |      100000 | PA      | $106962.09    | 0.00%             | 2030-04-26      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Mersin Uluslararasi Liman Isletmeciligi AS                                                  | Mersin Uluslararasi Liman Isletmeciligi AS                                                  | CUSIP: N/A<br>LEI: 635400DAFN6NT43HM530       | Long             | DBT              | CORP              | TR        |     1625000 | PA      | $1677390.00   | 0.08%             | 2028-11-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                                    | Engie SA                                                                                    | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |      200000 | PA      | $217350.35    | 0.01%             | 2032-03-30      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                                         | Volkswagen International Finance NV                                                         | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $99476.76     | 0.00%             | 2032-09-23      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Wolters Kluwer NV                                                                           | Wolters Kluwer NV                                                                           | CUSIP: N/A<br>LEI: 724500TEM53I0U077B74       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $105207.91    | 0.00%             | 2030-07-03      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| London & Quadrant Housing Trust                                                             | London & Quadrant Housing Trust                                                             | CUSIP: N/A<br>LEI: 213800RH8HIW5NAYSU08       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $112282.61    | 0.01%             | 2032-03-31      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                                       | Banque Federative du Credit Mutuel SA                                                       | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $112664.87    | 0.01%             | 2027-10-08      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                                            | NTT Finance Corp                                                                            | CUSIP: N/A<br>LEI: 3538007PR116187GD960       | Long             | DBT              | CORP              | JP        |      100000 | PA      | $105037.17    | 0.00%             | 2030-03-03      | Fixed         | 0.34%                 | No            |                  2 | On Loan: No      |
| Northern Powergrid Northeast PLC                                                            | Northern Powergrid Northeast PLC                                                            | CUSIP: N/A<br>LEI: 21380072EMKFDZSTLD28       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $51978.01     | 0.00%             | 2062-06-16      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Diageo Finance PLC                                                                          | Diageo Finance PLC                                                                          | CUSIP: N/A<br>LEI: BPF79TJMIH3DK8XCKI50       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $110943.97    | 0.01%             | 2032-03-27      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                    | AT&T Inc                                                                                    | CUSIP: N/A<br>LEI: 549300Z40J86GGSTL398       | Long             | DBT              | CORP              | US        |      100000 | PA      | $116201.76    | 0.01%             | 2030-06-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                             | Philip Morris International Inc                                                             | CUSIP: N/A<br>LEI: HL3H1H2BGXWVG3BSWR90       | Long             | DBT              | CORP              | US        |      100000 | PA      | $115867.17    | 0.01%             | 2029-05-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                | UBS Group AG                                                                                | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |      200000 | PA      | $203562.09    | 0.01%             | 2031-11-03      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CK Hutchison Europe Finance 21 Ltd                                                          | CK Hutchison Europe Finance 21 Ltd                                                          | CUSIP: N/A<br>LEI: 254900UIPWFKU7480958       | Long             | DBT              | CORP              | KY        |      100000 | PA      | $96195.39     | 0.00%             | 2033-11-02      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                                    | Cooperatieve Rabobank UA                                                                    | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $133146.69    | 0.01%             | 2029-05-23      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Credit Default Swaps                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |     2000000 | OU      | $24947.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Credit Default Swaps                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |     1000000 | OU      | $40847.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Credit Default Swaps                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |     1997145 | OU      | $2041.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Credit Default Swaps                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |     1000000 | OU      | $40847.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Credit Default Swaps                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |      276870 | OU      | $16232.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Credit Default Swaps                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |     1000000 | OU      | $150166.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Credit Default Swaps                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |      500000 | OU      | $75083.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Credit Default Swaps                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |      440000 | OU      | $17973.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Credit Default Swaps                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |      878744 | OU      | $898.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Credit Default Swaps                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |     1000000 | OU      | $3805.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Credit Default Swaps                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |      650000 | OU      | $76472.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Credit Default Swaps                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |      104012 | OU      | $25384.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Credit Default Swaps                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |      250000 | OU      | $35840.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Credit Default Swaps                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |      250000 | OU      | $24754.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Credit Default Swaps                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |     7340000 | OU      | $238744.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Credit Default Swaps                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |      670000 | OU      | $52617.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Credit Default Swaps                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |     1730000 | OU      | $248018.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Credit Default Swaps                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |     1130000 | OU      | $-111889.79   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Credit Default Swaps                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |      489000 | OU      | $38402.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Credit Default Swaps                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |      376000 | OU      | $-52931.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Credit Default Swaps                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |      489000 | OU      | $38402.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Credit Default Swaps                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |     3350000 | OU      | $122151.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Credit Default Swaps                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |      376000 | OU      | $53904.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Credit Default Swaps                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |     2100000 | OU      | $447928.94    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Credit Default Swaptions                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |     4860000 | OU      | $-557.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Credit Default Swaptions                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |     3860000 | OU      | $-283.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Credit Default Swaps                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |     1350000 | OU      | $251870.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                               | UniCredit SpA                                                                               | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |      100000 | PA      | $104444.12    | 0.00%             | 2031-01-19      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                                  | Anheuser-Busch InBev SA/NV                                                                  | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |      100000 | PA      | $114068.02    | 0.01%             | 2032-04-02      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                            | Deutsche Bank AG                                                                            | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |     1400000 | PA      | $1485268.40   | 0.07%             | N/A             | Variable      | 8.13%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                                | New York Life Global Funding                                                                | CUSIP: N/A<br>LEI: 635400DPNHEAUHB7ZI15       | Long             | DBT              | CORP              | US        |      100000 | PA      | $123326.40    | 0.01%             | 2030-07-23      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Haleon Netherlands Capital BV                                                               | Haleon Netherlands Capital BV                                                               | CUSIP: N/A<br>LEI: 549300RXQZBOJONY3Q97       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $104623.69    | 0.00%             | 2034-03-29      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                                                  | Mondelez International Inc                                                                  | CUSIP: N/A<br>LEI: 549300DV9GIB88LZ5P30       | Long             | DBT              | CORP              | US        |      100000 | PA      | $111235.69    | 0.01%             | 2028-03-17      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Cimko Cimento Ve Beton Sanayi Ve Ticaret AS                                                 | Cimko Cimento Ve Beton Sanayi Ve Ticaret AS                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | TR        |      800000 | PA      | $847768.38    | 0.04%             | 2030-05-21      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                                  | Nasdaq Inc                                                                                  | CUSIP: N/A<br>LEI: 549300L8X1Q78ERXFD06       | Long             | DBT              | CORP              | US        |      100000 | PA      | $96322.75     | 0.00%             | 2033-07-30      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Assurances SA                                                               | Credit Agricole Assurances SA                                                               | CUSIP: N/A<br>LEI: 969500K2MUPSI57XK083       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $109094.93    | 0.00%             | 2030-07-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| National Grid PLC                                                                           | National Grid PLC                                                                           | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $109873.87    | 0.01%             | 2028-09-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                                    | Ford Motor Credit Co LLC                                                                    | CUSIP: N/A<br>LEI: UDSQCVRUX5BONN0VY111       | Long             | DBT              | CORP              | US        |      100000 | PA      | $118715.27    | 0.01%             | 2030-02-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| East Japan Railway Co                                                                       | East Japan Railway Co                                                                       | CUSIP: N/A<br>LEI: 353800SENYJ2DSM6PS44       | Long             | DBT              | CORP              | JP        |      100000 | PA      | $81439.43     | 0.00%             | 2039-09-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                                   | Orange SA                                                                                   | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $109181.65    | 0.00%             | N/A             | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| RWE AG                                                                                      | RWE AG                                                                                      | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Long             | DBT              | CORP              | DE        |       50000 | PA      | $60075.65     | 0.00%             | 2035-02-13      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Mexican Udibonos                                                                            | Mexican Udibonos                                                                            | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    19977707 | PA      | $1090485.32   | 0.05%             | 2034-08-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                                | ING Groep NV                                                                                | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $114191.00    | 0.01%             | 2037-02-10      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| EssilorLuxottica SA                                                                         | EssilorLuxottica SA                                                                         | CUSIP: N/A<br>LEI: 549300M3VH1A3ER1TB49       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $111821.64    | 0.01%             | 2028-06-05      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                             | General Motors Financial Co Inc                                                             | CUSIP: N/A<br>LEI: 5493008B6JBRUJ90QL97       | Long             | DBT              | CORP              | US        |      100000 | PA      | $119969.03    | 0.01%             | 2029-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                    | AT&T Inc                                                                                    | CUSIP: N/A<br>LEI: 549300Z40J86GGSTL398       | Long             | DBT              | CORP              | US        |      100000 | PA      | $120159.07    | 0.01%             | 2034-11-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                            | Duke Energy Corp                                                                            | CUSIP: N/A<br>LEI: I1BZKREC126H0VB1BL91       | Long             | DBT              | CORP              | US        |      100000 | PA      | $116922.66    | 0.01%             | 2028-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                                                               | Medtronic Global Holdings SCA                                                               | CUSIP: N/A<br>LEI: 549300JXMTTP8GKYIX14       | Long             | DBT              | CORP              | LU        |      100000 | PA      | $67007.99     | 0.00%             | 2050-10-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Covivio SA/France                                                                           | Covivio SA/France                                                                           | CUSIP: N/A<br>LEI: 969500P8M3W2XX376054       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $109011.02    | 0.00%             | 2030-06-23      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Platform HG Financing PLC                                                                   | Platform HG Financing PLC                                                                   | CUSIP: N/A<br>LEI: 213800UCFCI3SEDD1530       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $78776.48     | 0.00%             | 2041-09-15      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                                         | JPMorgan Chase & Co                                                                         | CUSIP: N/A<br>LEI: 8I5DZWZKVSZI1NUHU748       | Long             | DBT              | CORP              | US        |      100000 | PA      | $99278.95     | 0.00%             | 2033-02-17      | Variable      | 0.60%                 | No            |                  2 | On Loan: No      |
| Nykredit Realkredit A/S                                                                     | Nykredit Realkredit A/S                                                                     | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |      100000 | PA      | $119039.83    | 0.01%             | 2028-07-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                                   | Toronto-Dominion Bank/The                                                                   | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |      100000 | PA      | $116727.01    | 0.01%             | 2027-08-03      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                                        | International Business Machines Corp                                                        | CUSIP: N/A<br>LEI: VGRQXHF3J8VDLUA7XE92       | Long             | DBT              | CORP              | US        |      100000 | PA      | $107319.06    | 0.00%             | 2030-02-09      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                                        | Westpac Banking Corp                                                                        | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |      100000 | PA      | $68883.15     | 0.00%             | 2030-06-19      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                                  | Mizuho Financial Group Inc                                                                  | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | DBT              | CORP              | JP        |      100000 | PA      | $119614.89    | 0.01%             | 2028-05-20      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| CTP NV                                                                                      | CTP NV                                                                                      | CUSIP: N/A<br>LEI: 3157000YTVO4TN65UM14       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $109708.58    | 0.01%             | 2029-06-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                                        | Westpac Banking Corp                                                                        | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |      100000 | PA      | $70871.64     | 0.00%             | 2031-02-12      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Abertis France SAS                                                                          | Abertis France SAS                                                                          | CUSIP: N/A<br>LEI: 9695004S3RCE0Q5V8G28       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $110249.38    | 0.01%             | 2029-09-18      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Stellantis NV                                                                               | Stellantis NV                                                                               | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | DBT              | CORP              | NL        |      150000 | PA      | $140036.03    | 0.01%             | 2033-06-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                              | Morgan Stanley                                                                              | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |      200000 | PA      | $210061.22    | 0.01%             | 2031-02-07      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                                     | E.ON SE                                                                                     | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $111712.01    | 0.01%             | 2037-10-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                                   | Toronto-Dominion Bank/The                                                                   | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |      100000 | PA      | $74223.87     | 0.00%             | 2035-10-31      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                            | ABN AMRO Bank NV                                                                            | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $122666.15    | 0.01%             | 2034-11-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                                                                 | Swedbank AB                                                                                 | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | DBT              | CORP              | SE        |      100000 | PA      | $111729.73    | 0.01%             | 2028-01-12      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| EDP Finance BV                                                                              | EDP Finance BV                                                                              | CUSIP: N/A<br>LEI: 5299007L43AQDFOW5739       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $119320.20    | 0.01%             | 2030-03-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                                     | Eni SpA                                                                                     | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |      100000 | PA      | $121437.36    | 0.01%             | 2033-05-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                                | ING Groep NV                                                                                | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $123787.28    | 0.01%             | 2034-05-23      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Eurogrid GmbH                                                                               | Eurogrid GmbH                                                                               | CUSIP: N/A<br>LEI: 967600Q53854Z2NBCC81       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $95752.62     | 0.00%             | 2033-04-21      | Fixed         | 0.74%                 | No            |                  2 | On Loan: No      |
| HOCHTIEF AG                                                                                 | HOCHTIEF AG                                                                                 | CUSIP: N/A<br>LEI: 529900Y25S8NZIYTT924       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $108771.42    | 0.00%             | 2029-04-26      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Groupe Bruxelles Lambert NV                                                                 | Groupe Bruxelles Lambert NV                                                                 | CUSIP: N/A<br>LEI: 549300KV0ZEHT2KVU152       | Long             | DBT              | CORP              | BE        |      100000 | PA      | $100342.23    | 0.00%             | 2031-01-28      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Czechoslovak Group AS                                                                       | Czechoslovak Group AS                                                                       | CUSIP: N/A<br>LEI: 315700SWFD7G70AVG768       | Long             | DBT              | CORP              | CZ        |     1600000 | PA      | $1643896.99   | 0.08%             | 2031-01-10      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BMW Finance NV                                                                              | BMW Finance NV                                                                              | CUSIP: N/A<br>LEI: 5299006ZHG3IXU0PNJ56       | Long             | DBT              | CORP              | NL        |       50000 | PA      | $57756.51     | 0.00%             | 2035-05-22      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Raiffeisen Bank International AG                                                            | Raiffeisen Bank International AG                                                            | CUSIP: N/A<br>LEI: 9ZHRYM6F437SQJ6OUG95       | Long             | DBT              | CORP              | AT        |      100000 | PA      | $112492.02    | 0.01%             | 2033-06-17      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                                        | Bank of America Corp                                                                        | CUSIP: N/A<br>LEI: 9DJT3UXIJIZJI4WXO774       | Long             | DBT              | CORP              | US        |      100000 | PA      | $104109.63    | 0.00%             | 2032-05-24      | Variable      | 1.10%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                                | ING Groep NV                                                                                | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $121595.79    | 0.01%             | 2035-02-20      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| ENEL Finance International NV                                                               | ENEL Finance International NV                                                               | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $116726.13    | 0.01%             | 2043-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hungary Government Bond                                                                     | Hungary Government Bond                                                                     | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |  3055000000 | PA      | $9601138.14   | 0.44%             | 2028-03-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                                         | Societe Generale SA                                                                         | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $110667.84    | 0.01%             | 2029-06-12      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| Colombian TES                                                                               | Colombian TES                                                                               | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        | 12088400000 | PA      | $3067310.54   | 0.14%             | 2029-08-22      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Diageo Finance PLC                                                                          | Diageo Finance PLC                                                                          | CUSIP: N/A<br>LEI: BPF79TJMIH3DK8XCKI50       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $99365.66     | 0.00%             | 2038-06-08      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance Netherlands BV                                                      | Imperial Brands Finance Netherlands BV                                                      | CUSIP: N/A<br>LEI: 724500GIEFJOBWGD0272       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $101071.53    | 0.00%             | 2033-03-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Crelan SA                                                                                   | Crelan SA                                                                                   | CUSIP: N/A<br>LEI: 549300DYPOFMXOR7XM56       | Long             | DBT              | CORP              | BE        |      100000 | PA      | $125113.11    | 0.01%             | 2030-02-28      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                                                      | AXA SA                                                                                      | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $118908.84    | 0.01%             | 2033-01-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                             | Danske Bank A/S                                                                             | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |      100000 | PA      | $120388.13    | 0.01%             | 2031-01-10      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                                    | Svenska Handelsbanken AB                                                                    | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | DBT              | CORP              | SE        |      100000 | PA      | $114856.07    | 0.01%             | 2033-02-16      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                                    | Engie SA                                                                                    | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $113244.57    | 0.01%             | 2043-01-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                                | Barclays PLC                                                                                | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $141609.71    | 0.01%             | 2032-11-14      | Variable      | 8.41%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                           | HSBC Holdings PLC                                                                           | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $122018.20    | 0.01%             | 2032-11-16      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                           | HSBC Holdings PLC                                                                           | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |      150000 | PA      | $219271.29    | 0.01%             | 2034-11-16      | Variable      | 8.20%                 | No            |                  2 | On Loan: No      |
| Suez SACA                                                                                   | Suez SACA                                                                                   | CUSIP: N/A<br>LEI: 5493007LKZ37MXEN5D79       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $124738.12    | 0.01%             | 2032-11-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Rentokil Initial Finance BV                                                                 | Rentokil Initial Finance BV                                                                 | CUSIP: N/A<br>LEI: 2549005WL1W9GJ5TM121       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $118215.89    | 0.01%             | 2027-06-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                                  | Vonovia SE                                                                                  | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $113992.98    | 0.01%             | 2027-06-16      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| OP Corporate Bank plc                                                                       | OP Corporate Bank plc                                                                       | CUSIP: N/A<br>LEI: 549300NQ588N7RWKBP98       | Long             | DBT              | CORP              | FI        |      100000 | PA      | $110681.83    | 0.01%             | 2028-06-16      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                           | HSBC Holdings PLC                                                                           | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $124048.55    | 0.01%             | 2033-05-23      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                             | McDonald's Corp                                                                             | CUSIP: N/A<br>LEI: UE2136O97NLB5BYP9H04       | Long             | DBT              | CORP              | US        |      100000 | PA      | $119452.69    | 0.01%             | 2031-02-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                                                          | Johnson Controls International plc                                                          | CUSIP: N/A<br>LEI: 549300XQ6S1GYKGBL205       | Long             | DBT              | CORP              | IE        |      100000 | PA      | $120970.60    | 0.01%             | 2035-05-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                              | BNP Paribas SA                                                                              | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $121257.99    | 0.01%             | 2033-05-24      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Heimstaden Bostad Treasury BV                                                               | Heimstaden Bostad Treasury BV                                                               | CUSIP: N/A<br>LEI: 549300ORG6UYMJBCV938       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $111882.39    | 0.01%             | 2028-07-24      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Castellum Helsinki Finance Holding Abp                                                      | Castellum Helsinki Finance Holding Abp                                                      | CUSIP: N/A<br>LEI: 743700WAF2AHZ4LRAR98       | Long             | DBT              | CORP              | FI        |      100000 | PA      | $109691.38    | 0.01%             | 2029-09-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BOI Finance BV                                                                              | BOI Finance BV                                                                              | CUSIP: N/A<br>LEI: 724500ZH3H2YACBUNF38       | Long             | DBT              | CORP              | NL        |     3625000 | PA      | $4335363.69   | 0.20%             | 2027-02-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                                | CaixaBank SA                                                                                | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      100000 | PA      | $115377.49    | 0.01%             | 2037-01-20      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                                                                       | Becton Dickinson & Co                                                                       | CUSIP: N/A<br>LEI: ICE2EP6D98PQUILVRZ91       | Long             | DBT              | CORP              | US        |      100000 | PA      | $118022.01    | 0.01%             | 2032-06-07      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Nippon Life Insurance Co                                                                    | Nippon Life Insurance Co                                                                    | CUSIP: N/A<br>LEI: 549300Y0HHMFW3EVWY08       | Long             | DBT              | CORP              | JP        |      100000 | PA      | $114153.76    | 0.01%             | 2055-01-23      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| Credit Mutuel Arkea SA                                                                      | Credit Mutuel Arkea SA                                                                      | CUSIP: N/A<br>LEI: 96950041VJ1QP0B69503       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $120362.12    | 0.01%             | 2035-05-15      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                              | Morgan Stanley                                                                              | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |      100000 | PA      | $137802.09    | 0.01%             | 2033-11-18      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| Mediobanca Banca di Credito Finanziario SpA                                                 | Mediobanca Banca di Credito Finanziario SpA                                                 | CUSIP: N/A<br>LEI: PSNL19R2RXX5U3QWHI44       | Long             | DBT              | CORP              | IT        |      100000 | PA      | $111458.35    | 0.01%             | 2029-07-17      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| Blackstone Holdings Finance Co LLC                                                          | Blackstone Holdings Finance Co LLC                                                          | CUSIP: N/A<br>LEI: 549300D2L6J4NC1QVZ22       | Long             | DBT              | CORP              | US        |      100000 | PA      | $114008.92    | 0.01%             | 2034-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                              | Japan Government Ten Year Bond                                                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    41050000 | PA      | $233627.48    | 0.01%             | 2033-12-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                                          | Credit Agricole SA                                                                          | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $118309.96    | 0.01%             | 2034-11-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Linde PLC                                                                                   | Linde PLC                                                                                   | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | DBT              | CORP              | IE        |      100000 | PA      | $93537.06     | 0.00%             | 2033-09-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                                | Barclays PLC                                                                                | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $126099.29    | 0.01%             | 2034-01-29      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                                                                 | National Australia Bank Ltd                                                                 | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | CORP              | AU        |      100000 | PA      | $115065.95    | 0.01%             | 2028-05-24      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Fresenius SE & Co KGaA                                                                      | Fresenius SE & Co KGaA                                                                      | CUSIP: N/A<br>LEI: XDFJ0CYCOO1FXRFTQS51       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $115468.98    | 0.01%             | 2030-05-24      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| DSV Finance BV                                                                              | DSV Finance BV                                                                              | CUSIP: N/A<br>LEI: 529900RTQQ0IIS4B3E03       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $109389.29    | 0.00%             | 2030-03-16      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                         | NextEra Energy Capital Holdings Inc                                                         | CUSIP: N/A<br>LEI: UMI46YPGBLUE4VGNNT48       | Long             | DBT              | CORP              | US        |      100000 | PA      | $114238.20    | 0.01%             | 2056-05-15      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                        | Royal Bank of Canada                                                                        | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | DBT              | CORP              | CA        |      100000 | PA      | $113806.28    | 0.01%             | 2029-04-26      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| British American Tobacco PLC                                                                | British American Tobacco PLC                                                                | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $115125.75    | 0.01%             | N/A             | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Bouygues SA                                                                                 | Bouygues SA                                                                                 | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $114049.38    | 0.01%             | 2029-06-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government Bond                                                          | Republic of Poland Government Bond                                                          | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |    18356611 | PA      | $4622479.66   | 0.21%             | 2036-08-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                     | BPCE SA                                                                                     | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $120829.68    | 0.01%             | 2036-02-26      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                                  | Mizuho Financial Group Inc                                                                  | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | DBT              | CORP              | JP        |      100000 | PA      | $118155.12    | 0.01%             | 2034-05-21      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Sanofi SA                                                                                   | Sanofi SA                                                                                   | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $111740.22    | 0.01%             | 2029-04-06      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Republic of Cameroon International Bond                                                     | Republic of Cameroon International Bond                                                     | CUSIP: N/A<br>LEI: 54930021BO6NHYGBBV24       | Long             | DBT              | NUSS              | CM        |      200000 | PA      | $201950.25    | 0.01%             | 2031-07-31      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| American Medical Systems Europe BV                                                          | American Medical Systems Europe BV                                                          | CUSIP: N/A<br>LEI: 549300AA2JE6ZQ5D2493       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $113632.68    | 0.01%             | 2028-03-08      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                                | Alphabet Inc                                                                                | CUSIP: N/A<br>LEI: 5493006MHB84DD0ZWV18       | Long             | DBT              | CORP              | US        |      100000 | PA      | $114525.94    | 0.01%             | 2033-05-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Motability Operations Group PLC                                                             | Motability Operations Group PLC                                                             | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $118333.09    | 0.01%             | 2029-07-24      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Froneri Lux FinCo SARL                                                                      | Froneri Lux FinCo SARL                                                                      | CUSIP: N/A<br>LEI: 9845005YBZ75E5AA3B94       | Long             | DBT              | CORP              | LU        |     2700000 | PA      | $3069015.80   | 0.14%             | 2032-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Snam SpA                                                                                    | Snam SpA                                                                                    | CUSIP: N/A<br>LEI: 8156002278562044AF79       | Long             | DBT              | CORP              | IT        |      100000 | PA      | $96517.83     | 0.00%             | 2034-06-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| RWE AG                                                                                      | RWE AG                                                                                      | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Long             | DBT              | CORP              | DE        |       50000 | PA      | $57756.41     | 0.00%             | 2030-05-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services AG                                                            | Volkswagen Financial Services AG                                                            | CUSIP: N/A<br>LEI: 529900SSGT49ZZSWYE62       | Long             | DBT              | CORP              | DE        |      200000 | PA      | $225309.84    | 0.01%             | 2028-01-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                              | BNP Paribas SA                                                                              | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $127721.18    | 0.01%             | 2029-02-24      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                                         | Societe Generale SA                                                                         | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $120013.24    | 0.01%             | 2032-09-06      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                                       | Banque Federative du Credit Mutuel SA                                                       | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $117226.97    | 0.01%             | 2034-02-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                                          | Banco Bilbao Vizcaya Argentaria SA                                                          | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | DBT              | CORP              | ES        |      100000 | PA      | $119305.80    | 0.01%             | 2034-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Colombian TES                                                                               | Colombian TES                                                                               | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        | 16206500000 | PA      | $4293342.37   | 0.20%             | 2033-02-09      | Fixed         | 13.25%                | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                                 | Goldman Sachs Group Inc/The                                                                 | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |      100000 | PA      | $111403.97    | 0.01%             | 2029-02-07      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Anglo American Capital PLC                                                                  | Anglo American Capital PLC                                                                  | CUSIP: N/A<br>LEI: TINT358G1SSHR3L3PW36       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $123078.78    | 0.01%             | 2032-09-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government Bond                                                    | Republic of South Africa Government Bond                                                    | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    20075000 | PA      | $1136017.48   | 0.05%             | 2044-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                              | Commonwealth Bank of Australia                                                              | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |      200000 | PA      | $147458.23    | 0.01%             | 2038-03-15      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                                       | Banque Federative du Credit Mutuel SA                                                       | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $120264.83    | 0.01%             | 2033-06-14      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Swiss Life Finance I AG                                                                     | Swiss Life Finance I AG                                                                     | CUSIP: N/A<br>LEI: 549300GDVNT1NHIHOW12       | Long             | DBT              | CORP              | LI        |      100000 | PA      | $117455.33    | 0.01%             | 2029-08-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Autoroutes du Sud de la France SA                                                           | Autoroutes du Sud de la France SA                                                           | CUSIP: N/A<br>LEI: 213800U12KWYZEECZ934       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $111799.83    | 0.01%             | 2032-09-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                                          | Metropolitan Life Global Funding I                                                          | CUSIP: N/A<br>LEI: 635400MMSOCXNNNZDZ82       | Long             | DBT              | CORP              | US        |      100000 | PA      | $115844.49    | 0.01%             | 2034-03-26      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| RCI Banque SA                                                                               | RCI Banque SA                                                                               | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $118681.06    | 0.01%             | 2029-01-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Nestle Finance International Ltd                                                            | Nestle Finance International Ltd                                                            | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |      100000 | PA      | $120607.53    | 0.01%             | 2033-03-13      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain SA                                                                      | Cie de Saint-Gobain SA                                                                      | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $118196.47    | 0.01%             | 2029-01-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                                | Thermo Fisher Scientific Inc                                                                | CUSIP: N/A<br>LEI: HCHV7422L5HDJZCRFL38       | Long             | DBT              | CORP              | US        |       50000 | PA      | $67332.83     | 0.00%             | 2036-03-07      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                              | BNP Paribas SA                                                                              | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $118207.23    | 0.01%             | 2034-08-28      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                                                       | Schneider Electric SE                                                                       | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $115729.79    | 0.01%             | 2034-04-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MSD Netherlands Capital BV                                                                  | MSD Netherlands Capital BV                                                                  | CUSIP: N/A<br>LEI: 724500V56VDH8898Q807       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $108638.35    | 0.00%             | 2044-05-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| OTP Bank Nyrt                                                                               | OTP Bank Nyrt                                                                               | CUSIP: N/A<br>LEI: 529900W3MOO00A18X956       | Long             | DBT              | CORP              | HU        |      100000 | PA      | $118688.83    | 0.01%             | 2030-10-16      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                           | HSBC Holdings PLC                                                                           | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $117275.00    | 0.01%             | 2030-09-25      | Variable      | 3.45%                 | No            |                  2 | On Loan: No      |
| DSM BV                                                                                      | DSM BV                                                                                      | CUSIP: N/A<br>LEI: 724500SNT1MK246AHP04       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $115257.22    | 0.01%             | 2031-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                                        | Booking Holdings Inc                                                                        | CUSIP: N/A<br>LEI: FXM8FAOHMYDIPD38UZ17       | Long             | DBT              | CORP              | US        |      100000 | PA      | $122342.65    | 0.01%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                                    | Toyota Motor Credit Corp                                                                    | CUSIP: N/A<br>LEI: Z2VZBHUMB7PWWJ63I008       | Long             | DBT              | CORP              | US        |      100000 | PA      | $119405.44    | 0.01%             | 2030-07-24      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                            | T-Mobile USA Inc                                                                            | CUSIP: N/A<br>LEI: 549300V2JRLO5DIFGE82       | Long             | DBT              | CORP              | US        |      100000 | PA      | $118248.57    | 0.01%             | 2032-05-08      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| LSEG Finance PLC                                                                            | LSEG Finance PLC                                                                            | CUSIP: N/A<br>LEI: 2138009YFYTGEHZNNZ09       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $134681.42    | 0.01%             | 2028-10-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Nestle Finance International Ltd                                                            | Nestle Finance International Ltd                                                            | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |       50000 | PA      | $56851.39     | 0.00%             | 2038-09-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BASF SE                                                                                     | BASF SE                                                                                     | CUSIP: N/A<br>LEI: 529900PM64WH8AF1E917       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $122971.09    | 0.01%             | 2035-03-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                                        | International Business Machines Corp                                                        | CUSIP: N/A<br>LEI: VGRQXHF3J8VDLUA7XE92       | Long             | DBT              | CORP              | US        |      100000 | PA      | $110117.91    | 0.01%             | 2043-02-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BMW International Investment BV                                                             | BMW International Investment BV                                                             | CUSIP: N/A<br>LEI: 724500J951RJJFEW5X49       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $117375.39    | 0.01%             | 2027-08-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                                      | Standard Chartered PLC                                                                      | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $122947.07    | 0.01%             | 2031-05-10      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                                | ING Groep NV                                                                                | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $118808.20    | 0.01%             | 2029-08-12      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                                                    | Bayer AG                                                                                    | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $122773.73    | 0.01%             | 2033-05-26      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CRH SMW Finance DAC                                                                         | CRH SMW Finance DAC                                                                         | CUSIP: N/A<br>LEI: 54930044475SH442C864       | Long             | DBT              | CORP              | IE        |      100000 | PA      | $119818.67    | 0.01%             | 2035-07-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                     | BPCE SA                                                                                     | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $117781.50    | 0.01%             | 2035-07-16      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Woolworths Group Ltd                                                                        | Woolworths Group Ltd                                                                        | CUSIP: N/A<br>LEI: QNWEWQBS7HP85QHXQL92       | Long             | DBT              | CORP              | AU        |      100000 | PA      | $70689.49     | 0.00%             | 2034-11-29      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| Kering SA                                                                                   | Kering SA                                                                                   | CUSIP: N/A<br>LEI: 549300VGEJKB7SVUZR78       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $117194.60    | 0.01%             | 2031-09-05      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Koninklijke Philips NV                                                                      | Koninklijke Philips NV                                                                      | CUSIP: N/A<br>LEI: H1FJE8H61JGM1JSGM897       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $121507.28    | 0.01%             | 2031-09-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Eurofins Scientific SE                                                                      | Eurofins Scientific SE                                                                      | CUSIP: N/A<br>LEI: 529900JEHFM47DYY3S57       | Long             | DBT              | CORP              | LU        |      100000 | PA      | $121962.45    | 0.01%             | 2030-09-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KBC Group NV                                                                                | KBC Group NV                                                                                | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | DBT              | CORP              | BE        |      100000 | PA      | $120980.94    | 0.01%             | 2035-04-17      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                                          | Banco Bilbao Vizcaya Argentaria SA                                                          | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | DBT              | CORP              | ES        |      100000 | PA      | $119055.74    | 0.01%             | 2036-08-29      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                                                                 | Swedbank AB                                                                                 | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | DBT              | CORP              | SE        |      200000 | PA      | $212441.00    | 0.01%             | N/A             | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| Autostrade per l'Italia SpA                                                                 | Autostrade per l'Italia SpA                                                                 | CUSIP: N/A<br>LEI: 815600149448CEB9B230       | Long             | DBT              | CORP              | IT        |      100000 | PA      | $125400.60    | 0.01%             | 2033-06-14      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Amprion GmbH                                                                                | Amprion GmbH                                                                                | CUSIP: N/A<br>LEI: 529900ZIV0ETYHYZM863       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $119326.35    | 0.01%             | 2034-09-07      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Robert Bosch GmbH                                                                           | Robert Bosch GmbH                                                                           | CUSIP: N/A<br>LEI: 529900F0LT5OP4SV6122       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $117696.93    | 0.01%             | 2035-06-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Molnlycke Holding AB                                                                        | Molnlycke Holding AB                                                                        | CUSIP: N/A<br>LEI: 549300WAUZKYD5PU9L16       | Long             | DBT              | CORP              | SE        |      100000 | PA      | $119646.86    | 0.01%             | 2028-09-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                                          | Credit Agricole SA                                                                          | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $115161.01    | 0.01%             | 2035-05-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Eurobank SA                                                                                 | Eurobank SA                                                                                 | CUSIP: N/A<br>LEI: 213800KGF4EFNUQKAT69       | Long             | DBT              | CORP              | GR        |      100000 | PA      | $121956.66    | 0.01%             | 2031-04-30      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                                      | Romanian Government International Bond                                                      | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     1975000 | PA      | $2197003.59   | 0.10%             | 2037-05-30      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                                | CaixaBank SA                                                                                | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      100000 | PA      | $119078.12    | 0.01%             | 2036-08-08      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Vodafone International Financing DAC                                                        | Vodafone International Financing DAC                                                        | CUSIP: N/A<br>LEI: 2138004BCYGT82KFW603       | Long             | DBT              | CORP              | IE        |      100000 | PA      | $114867.07    | 0.01%             | 2033-07-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| WPP Finance SA                                                                              | WPP Finance SA                                                                              | CUSIP: N/A<br>LEI: 549300KWN0W6L03WNN80       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $118645.20    | 0.01%             | 2028-05-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz International Finance BV                                                      | Mercedes-Benz International Finance BV                                                      | CUSIP: N/A<br>LEI: 529900RUGCXMPEENHQ31       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $119340.07    | 0.01%             | 2031-05-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                           | NatWest Group PLC                                                                           | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $120451.39    | 0.01%             | 2029-02-16      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| DCC Group Finance Ireland DAC                                                               | DCC Group Finance Ireland DAC                                                               | CUSIP: N/A<br>LEI: 213800SOAP5DXWP6BS88       | Long             | DBT              | CORP              | IE        |      100000 | PA      | $118904.80    | 0.01%             | 2031-06-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                              | Czech Republic Government Bond                                                              | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    63000000 | PA      | $3270621.44   | 0.15%             | 2031-06-16      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp                                                                         | Carrier Global Corp                                                                         | CUSIP: N/A<br>LEI: 549300JE3W6CWY2NAN77       | Long             | DBT              | CORP              | US        |      100000 | PA      | $119434.13    | 0.01%             | 2028-05-29      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                                         | American Tower Corp                                                                         | CUSIP: N/A<br>LEI: 5493006ORUSIL88JOE18       | Long             | DBT              | CORP              | US        |      100000 | PA      | $118295.02    | 0.01%             | 2034-05-16      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                                 | Nationwide Building Society                                                                 | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $115641.46    | 0.01%             | 2036-01-27      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                                        | Booking Holdings Inc                                                                        | CUSIP: N/A<br>LEI: FXM8FAOHMYDIPD38UZ17       | Long             | DBT              | CORP              | US        |      100000 | PA      | $114668.28    | 0.01%             | 2038-05-09      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Energo - Pro as                                                                             | Energo - Pro as                                                                             | CUSIP: N/A<br>LEI: 315700IQCL9IX158RO36       | Long             | DBT              | CORP              | CZ        |     1500000 | PA      | $1837950.92   | 0.08%             | 2030-05-27      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                           | NatWest Group PLC                                                                           | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $117568.13    | 0.01%             | 2036-05-13      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| Turkiye Government Bond                                                                     | Turkiye Government Bond                                                                     | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |   116375000 | PA      | $2263808.10   | 0.10%             | 2029-09-12      | Fixed         | 30.08%                | No            |                  2 | On Loan: No      |
| Mizrahi Tefahot Bank Ltd                                                                    | Mizrahi Tefahot Bank Ltd                                                                    | CUSIP: N/A<br>LEI: YZO9YEGEO4VYDZMDWF93       | Long             | DBT              | CORP              | IL        |     2875000 | PA      | $2896549.42   | 0.13%             | 2036-04-15      | Variable      | 5.84%                 | No            |                  2 | On Loan: —       |
| Egypt Government Bond                                                                       | Egypt Government Bond                                                                       | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |    53500000 | PA      | $1000675.49   | 0.05%             | 2027-08-13      | Fixed         | 25.32%                | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                             | Japan Government Five Year Bond                                                             | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    97500000 | PA      | $607463.83    | 0.03%             | 2028-09-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                                       | Banque Federative du Credit Mutuel SA                                                       | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $115790.23    | 0.01%             | 2032-06-10      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| L'Oreal SA                                                                                  | L'Oreal SA                                                                                  | CUSIP: N/A<br>LEI: 529900JI1GG6F7RKVI53       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $115555.44    | 0.01%             | 2030-11-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Scentre Group Trust 1                                                                       | Scentre Group Trust 1                                                                       | CUSIP: N/A<br>LEI: 549300SQ859FBKRKSI77       | Long             | DBT              | CORP              | AU        |      100000 | PA      | $70293.52     | 0.00%             | 2034-11-27      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                                    | Lloyds Banking Group PLC                                                                    | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $118747.22    | 0.01%             | 2032-05-14      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Bank of Ireland Group PLC                                                                   | Bank of Ireland Group PLC                                                                   | CUSIP: N/A<br>LEI: 635400C8EK6DRI12LJ39       | Long             | DBT              | CORP              | IE        |      100000 | PA      | $121010.16    | 0.01%             | 2029-11-13      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| Enel SpA                                                                                    | Enel SpA                                                                                    | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | DBT              | CORP              | IT        |      100000 | PA      | $116472.21    | 0.01%             | N/A             | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Linde PLC                                                                                   | Linde PLC                                                                                   | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | DBT              | CORP              | IE        |      100000 | PA      | $115898.37    | 0.01%             | 2029-02-18      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                                         | Societe Generale SA                                                                         | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $115833.34    | 0.01%             | 2035-05-17      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Severn Trent Utilities Finance PLC                                                          | Severn Trent Utilities Finance PLC                                                          | CUSIP: N/A<br>LEI: 213800KY9PT6WBH33232       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $118398.23    | 0.01%             | 2034-03-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                                        | Siemens Financieringsmaatschappij NV                                                        | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $108092.25    | 0.00%             | 2044-02-22      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Mapfre SA                                                                                   | Mapfre SA                                                                                   | CUSIP: N/A<br>LEI: 95980020140005693107       | Long             | DBT              | CORP              | ES        |      100000 | PA      | $114878.91    | 0.01%             | 2032-01-20      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Euronext NV                                                                                 | Euronext NV                                                                                 | CUSIP: N/A<br>LEI: 724500QJ4QSZ3H9QU415       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $115906.98    | 0.01%             | 2028-11-26      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Deutsche Post AG                                                                            | Deutsche Post AG                                                                            | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | DBT              | CORP              | DE        |       50000 | PA      | $57635.60     | 0.00%             | 2037-11-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                               | Citigroup Inc                                                                               | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | CORP              | US        |      100000 | PA      | $117987.64    | 0.01%             | 2036-04-29      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| Eastern European Electric Co BV                                                             | Eastern European Electric Co BV                                                             | CUSIP: N/A<br>LEI: 8945004UQXDLRHI1KJ27       | Long             | DBT              | CORP              | NL        |      825000 | PA      | $999316.51    | 0.05%             | 2030-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Commerzbank AG                                                                              | Commerzbank AG                                                                              | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $120747.28    | 0.01%             | 2034-10-16      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                            | Wells Fargo & Co                                                                            | CUSIP: N/A<br>LEI: PBLD0EJDB5FWOLXP3B76       | Long             | DBT              | CORP              | US        |      100000 | PA      | $118700.52    | 0.01%             | 2032-07-22      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Lonza Finance International NV                                                              | Lonza Finance International NV                                                              | CUSIP: N/A<br>LEI: 549300AS6XQBD4ETT379       | Long             | DBT              | CORP              | BE        |      100000 | PA      | $116700.37    | 0.01%             | 2030-09-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                                 | American Honda Finance Corp                                                                 | CUSIP: N/A<br>LEI: B6Q2VFHD1797Q7NZ3E43       | Long             | DBT              | CORP              | US        |      100000 | PA      | $116145.97    | 0.01%             | 2031-06-27      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                              | BNP Paribas SA                                                                              | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |     1000000 | PA      | $1035754.00   | 0.05%             | N/A             | Variable      | 7.45%                 | No            |                  2 | On Loan: No      |
| Grand City Properties SA                                                                    | Grand City Properties SA                                                                    | CUSIP: N/A<br>LEI: 5299002QLUYKK2WBMB18       | Long             | DBT              | CORP              | LU        |      100000 | PA      | $119869.58    | 0.01%             | 2030-01-09      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                                         | JPMorgan Chase & Co                                                                         | CUSIP: N/A<br>LEI: 8I5DZWZKVSZI1NUHU748       | Long             | DBT              | CORP              | US        |      100000 | PA      | $115283.91    | 0.01%             | 2032-02-18      | Variable      | 3.14%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                     | BPCE SA                                                                                     | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $115536.55    | 0.01%             | 2031-12-19      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Treasury Services PLC                                                     | Reckitt Benckiser Treasury Services PLC                                                     | CUSIP: N/A<br>LEI: 213800LAXWIUOOBZ3908       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $116024.74    | 0.01%             | 2028-09-10      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                                                              | Air Products and Chemicals Inc                                                              | CUSIP: N/A<br>LEI: 7QEON6Y1RL5XR3R1W237       | Long             | DBT              | CORP              | US        |      100000 | PA      | $115072.59    | 0.01%             | 2032-06-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                                          | Banco Santander SA                                                                          | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      100000 | PA      | $115925.79    | 0.01%             | 2030-01-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Teleperformance SE                                                                          | Teleperformance SE                                                                          | CUSIP: N/A<br>LEI: 9695004GI61FHFFNRG61       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $117575.97    | 0.01%             | 2030-01-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                               | UniCredit SpA                                                                               | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |      150000 | PA      | $175727.18    | 0.01%             | 2033-01-16      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                                  | Verizon Communications Inc                                                                  | CUSIP: N/A<br>LEI: 2S72QS2UO2OESLG6Y829       | Long             | DBT              | CORP              | US        |      100000 | PA      | $114079.47    | 0.01%             | 2056-08-15      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                              | Amazon.com Inc                                                                              | CUSIP: N/A<br>LEI: ZXTILKJKG63JELOEG630       | Long             | DBT              | CORP              | US        |      100000 | PA      | $116479.13    | 0.01%             | 2032-03-16      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                                          | Canadian Imperial Bank of Commerce                                                          | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | Long             | DBT              | CORP              | CA        |      100000 | PA      | $73761.55     | 0.00%             | 2031-06-20      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                                                         | Erste Group Bank AG                                                                         | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | DBT              | CORP              | AT        |      100000 | PA      | $115264.66    | 0.01%             | 2035-11-26      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| Gohl Capital Holdings Ltd                                                                   | Gohl Capital Holdings Ltd                                                                   | CUSIP: N/A<br>LEI: 2549009G9UNIMCATM603       | Long             | DBT              | CORP              | IM        |     1000000 | PA      | $992047.33    | 0.05%             | N/A             | Variable      | 7.63%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                                      | Romanian Government International Bond                                                      | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      525000 | PA      | $623509.11    | 0.03%             | 2039-07-11      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                                     | Telefonica Emisiones SA                                                                     | CUSIP: N/A<br>LEI: 549300Y5MFC4SW5Z3K71       | Long             | DBT              | CORP              | ES        |      100000 | PA      | $114754.14    | 0.01%             | 2034-01-23      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                                          | Banco Santander SA                                                                          | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      100000 | PA      | $113810.33    | 0.01%             | 2035-02-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Barry Callebaut Services NV                                                                 | Barry Callebaut Services NV                                                                 | CUSIP: N/A<br>LEI: 213800R1F1EJYM4ICO85       | Long             | DBT              | CORP              | BE        |      100000 | PA      | $118364.77    | 0.01%             | 2031-08-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                              | Morgan Stanley                                                                              | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |      100000 | PA      | $115748.67    | 0.01%             | 2037-01-23      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| Energo - Pro as                                                                             | Energo - Pro as                                                                             | CUSIP: N/A<br>LEI: 315700IQCL9IX158RO36       | Long             | DBT              | CORP              | CZ        |     1100000 | PA      | $1273958.66   | 0.06%             | 2031-04-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                                         | American Express Co                                                                         | CUSIP: N/A<br>LEI: R4PP93JZOLY261QX3811       | Long             | DBT              | CORP              | US        |      100000 | PA      | $116648.48    | 0.01%             | 2032-05-20      | Variable      | 3.43%                 | No            |                  2 | On Loan: No      |
| BMW Finance NV                                                                              | BMW Finance NV                                                                              | CUSIP: N/A<br>LEI: 5299006ZHG3IXU0PNJ56       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $116142.07    | 0.01%             | 2028-05-20      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Egypt Government Bond                                                                       | Egypt Government Bond                                                                       | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |    55900000 | PA      | $1027204.81   | 0.05%             | 2027-10-01      | Fixed         | 24.46%                | No            |                  2 | On Loan: No      |
| Heidelberg Materials Finance Luxembourg SA                                                  | Heidelberg Materials Finance Luxembourg SA                                                  | CUSIP: N/A<br>LEI: 529900RYHTCF5X9DD509       | Long             | DBT              | CORP              | LU        |      100000 | PA      | $115688.09    | 0.01%             | 2030-07-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Eastern European Electric Co BV                                                             | Eastern European Electric Co BV                                                             | CUSIP: N/A<br>LEI: 8945004UQXDLRHI1KJ27       | Long             | DBT              | CORP              | NL        |      450000 | PA      | $545081.73    | 0.02%             | 2030-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                              | BNP Paribas SA                                                                              | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $115710.57    | 0.01%             | 2036-01-19      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| Manchester Airport Group Funding PLC                                                        | Manchester Airport Group Funding PLC                                                        | CUSIP: N/A<br>LEI: 2138006NA5VAMMBK3892       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $128060.66    | 0.01%             | 2036-09-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Novo Nordisk Finance Netherlands BV                                                         | Novo Nordisk Finance Netherlands BV                                                         | CUSIP: N/A<br>LEI: 549300X0PCJ6M2JZQW91       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $115127.47    | 0.01%             | 2032-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Heineken NV                                                                                 | Heineken NV                                                                                 | CUSIP: N/A<br>LEI: 724500K5PTPSST86UQ23       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $115214.54    | 0.01%             | 2034-05-03      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd                                                   | Australia & New Zealand Banking Group Ltd                                                   | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |      125000 | PA      | $85266.99     | 0.00%             | 2040-08-14      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                            | Skandinaviska Enskilda Banken AB                                                            | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |      100000 | PA      | $114488.47    | 0.01%             | 2035-08-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JT International Financial Services BV                                                      | JT International Financial Services BV                                                      | CUSIP: N/A<br>LEI: 549300U2F0PG10VZUN93       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $113701.96    | 0.01%             | 2055-09-04      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                                  | Vonovia SE                                                                                  | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |       50000 | PA      | $34174.47     | 0.00%             | 2032-09-03      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Carrefour SA                                                                                | Carrefour SA                                                                                | CUSIP: N/A<br>LEI: 549300B8P6MUJ1YWTS08       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $116259.67    | 0.01%             | 2028-12-08      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Magnum Icc Finance BV                                                                       | Magnum Icc Finance BV                                                                       | CUSIP: N/A<br>LEI: 213800X8LUUE1AALCC25       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $115461.01    | 0.01%             | 2029-02-26      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                            | Bank of Montreal                                                                            | CUSIP: N/A<br>LEI: NQQ6HPCNCCU6TUTQYE16       | Long             | DBT              | CORP              | CA        |      100000 | PA      | $132441.98    | 0.01%             | 2032-09-29      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| OMV AG                                                                                      | OMV AG                                                                                      | CUSIP: N/A<br>LEI: 549300V62YJ9HTLRI486       | Long             | DBT              | CORP              | AT        |       50000 | PA      | $56923.81     | 0.00%             | 2033-11-10      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                                | Alphabet Inc                                                                                | CUSIP: N/A<br>LEI: 5493006MHB84DD0ZWV18       | Long             | DBT              | CORP              | US        |      100000 | PA      | $112498.24    | 0.01%             | 2044-11-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Anglian Water Services Financing PLC                                                        | Anglian Water Services Financing PLC                                                        | CUSIP: N/A<br>LEI: 213800DL377MH46PDY63       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $130606.84    | 0.01%             | 2033-11-10      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                            | ABN AMRO Bank NV                                                                            | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $115855.04    | 0.01%             | 2029-01-16      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                                   | Toronto-Dominion Bank/The                                                                   | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |       50000 | PA      | $34504.57     | 0.00%             | 2030-09-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Republic of Cameroon International Bond                                                     | Republic of Cameroon International Bond                                                     | CUSIP: N/A<br>LEI: 54930021BO6NHYGBBV24       | Long             | DBT              | NUSS              | CM        |     1825000 | PA      | $1783261.32   | 0.08%             | 2033-01-30      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Brazilian Government International Bond                                                     | Brazilian Government International Bond                                                     | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |     2600000 | PA      | $3020984.93   | 0.14%             | 2033-04-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                                                     | Veolia Environnement SA                                                                     | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |      200000 | PA      | $229122.22    | 0.01%             | 2028-01-10      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                                | ING Groep NV                                                                                | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $114818.12    | 0.01%             | 2032-02-10      | Variable      | 3.13%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                                     | Bristol-Myers Squibb Co                                                                     | CUSIP: N/A<br>LEI: HLYYNH7UQUORYSJQCN42       | Long             | DBT              | CORP              | US        |      100000 | PA      | $100263.60    | 0.00%             | 2035-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                                  | Anheuser-Busch InBev SA/NV                                                                  | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |      100000 | PA      | $110125.67    | 0.01%             | 2030-04-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                                                      | Mercedes-Benz Group AG                                                                      | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $113867.51    | 0.01%             | 2028-05-11      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| NN Group NV                                                                                 | NN Group NV                                                                                 | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $119352.17    | 0.01%             | 2048-01-13      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| Motability Operations Group PLC                                                             | Motability Operations Group PLC                                                             | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $115667.50    | 0.01%             | 2032-03-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                           | Johnson & Johnson                                                                           | CUSIP: N/A<br>LEI: 549300G0CFPGEF6X2043       | Long             | DBT              | CORP              | US        |      100000 | PA      | $100903.07    | 0.00%             | 2035-05-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                                                | Unibail-Rodamco-Westfield SE                                                                | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $95413.94     | 0.00%             | 2037-05-29      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ivanhoe Mines Ltd                                                                           | Ivanhoe Mines Ltd                                                                           | CUSIP: C48681AB3<br>LEI: 5299006XZISURYIA4G32 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $203908.89    | 0.01%             | 2030-01-23      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Egypt Government Bond                                                                       | Egypt Government Bond                                                                       | CUSIP: DC6526370<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    43600000 | PA      | $804382.56    | 0.04%             | 2028-01-06      | Fixed         | 22.42%                | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                              | BNP Paribas SA                                                                              | CUSIP: F1R15XL35<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $644747.18    | 0.03%             | N/A             | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                                          | Credit Agricole SA                                                                          | CUSIP: F2280BAC0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $518217.00    | 0.02%             | N/A             | Variable      | 7.13%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                                    | Electricite de France SA                                                                    | CUSIP: F2941JAA8<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     1700000 | PA      | $1982278.20   | 0.09%             | N/A             | Variable      | 9.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         175 | NC      | $282368.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Africell Holding Ltd                                                                        | Africell Holding Ltd                                                                        | CUSIP: G010A5AA7<br>LEI: 984500JFB7AFK4B6C829 | Long             | DBT              | CORP              | JE        |      300000 | PA      | $301838.69    | 0.01%             | 2029-10-23      | Fixed         | 10.50%                | No            |                  2 | On Loan: —       |
| BSF Finance                                                                                 | BSF Finance                                                                                 | CUSIP: G16559AN9<br>LEI: 549300FJCGREO1P1UL36 | Long             | DBT              | CORP              | KY        |     2300000 | PA      | $2258613.82   | 0.10%             | 2035-09-03      | Variable      | 5.76%                 | No            |                  2 | On Loan: No      |
| ENN Energy Holdings Ltd                                                                     | ENN Energy Holdings Ltd                                                                     | CUSIP: G3066LAF8<br>LEI: 549300V7BXPWT6WIPR03 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $183671.63    | 0.01%             | 2030-09-17      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Emirates Reit Sukuk III Ltd                                                                 | Emirates Reit Sukuk III Ltd                                                                 | CUSIP: G3100GAA8<br>LEI: 254900O98LGR8HB3GT84 | Long             | DBT              | CORP              | KY        |      675000 | PA      | $678713.92    | 0.03%             | 2028-12-12      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| MAF Global Securities Ltd                                                                   | MAF Global Securities Ltd                                                                   | CUSIP: G5S64MAG1<br>LEI: 54930037VUDNYTS17017 | Long             | DBT              | CORP              | KY        |     1600000 | PA      | $1617964.88   | 0.07%             | N/A             | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| Riyad Sukuk Ltd                                                                             | Riyad Sukuk Ltd                                                                             | CUSIP: G7576PAB2<br>LEI: 549300P8GI2KKEMZUH97 | Long             | DBT              | CORP              | KY        |     1925000 | PA      | $1931721.91   | 0.09%             | 2035-07-14      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                                      | Standard Chartered PLC                                                                      | CUSIP: G84228EP9<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     1825000 | PA      | $1703992.65   | 0.08%             | N/A             | Variable      | 4.75%                 | No            |                  2 | On Loan: —       |
| SNB Sukuk Ltd                                                                               | SNB Sukuk Ltd                                                                               | CUSIP: G8T49LAE1<br>LEI: 549300NDOY781U1WVO54 | Long             | DBT              | CORP              | KY        |     2025000 | PA      | $2028845.70   | 0.09%             | 2036-07-18      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| WE Soda Investments Holding PLC                                                             | WE Soda Investments Holding PLC                                                             | CUSIP: G95448AA7<br>LEI: 984500SE38C07DB47A90 | Long             | DBT              | CORP              | GB        |      600000 | PA      | $605900.93    | 0.03%             | 2028-10-06      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| WE Soda Investments Holding PLC                                                             | WE Soda Investments Holding PLC                                                             | CUSIP: G95448AC3<br>LEI: 984500SE38C07DB47A90 | Long             | DBT              | CORP              | GB        |     1600000 | PA      | $1589945.39   | 0.07%             | 2031-02-14      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Vedanta Resources Finance II PLC                                                            | Vedanta Resources Finance II PLC                                                            | CUSIP: G9T27HAG9<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |     1570000 | PA      | $1668287.84   | 0.08%             | 2029-09-17      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| Nippon Life Insurance Co                                                                    | Nippon Life Insurance Co                                                                    | CUSIP: J54675BE2<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |     1500000 | PA      | $1579902.00   | 0.07%             | 2055-04-30      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Klockner Pentaplast of America Inc - Class A                                                | Klockner Pentaplast of America Inc - Class A                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | LU        |        4787 | NS      | $6685.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Klockner Pentaplast of America Inc - Class B                                                | Klockner Pentaplast of America Inc - Class B                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | LU        |        4787 | NS      | $6685.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Klockner Pentaplast of America Inc - Class C                                                | Klockner Pentaplast of America Inc - Class C                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | LU        |        4787 | NS      | $6685.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Klockner Pentaplast of America Inc - Class D                                                | Klockner Pentaplast of America Inc - Class D                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | LU        |        4787 | NS      | $6685.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Klockner Pentaplast of America Inc - Class E                                                | Klockner Pentaplast of America Inc - Class E                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | LU        |        4787 | NS      | $6685.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Klockner Pentaplast of America Inc - Class F                                                | Klockner Pentaplast of America Inc - Class F                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | LU        |        4787 | NS      | $6685.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Klockner Pentaplast of America Inc - Class G                                                | Klockner Pentaplast of America Inc - Class G                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | LU        |        4787 | NS      | $6685.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Klockner Pentaplast of America Inc - Class H                                                | Klockner Pentaplast of America Inc - Class H                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | LU        |        4787 | NS      | $6685.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Klockner Pentaplast of America Inc - Class I                                                | Klockner Pentaplast of America Inc - Class I                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | LU        |        4787 | NS      | $6685.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Acu Petroleo Luxembourg Sarl                                                                | Acu Petroleo Luxembourg Sarl                                                                | CUSIP: L0R80QAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     2379057 | PA      | $2433044.72   | 0.11%             | 2035-07-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FS Luxembourg Sarl                                                                          | FS Luxembourg Sarl                                                                          | CUSIP: L40756AG0<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |      400000 | PA      | $391980.23    | 0.02%             | 2033-06-25      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Bright Bidco - 4A2 Shares                                                                   | Bright Bidco - 4A2 Shares                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NL        |       14600 | NS      | $4628.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bright Bidco - 1145 Shares                                                                  | Bright Bidco - 1145 Shares                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NL        |       10688 | NS      | $3388.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Altice France SA                                                                            | Altice France SA                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | LU        |        5785 | NS      | $117799.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cyborg Oldco DC Holdings Inc Term Loan B                                                    | Cyborg Oldco DC Holdings Inc Term Loan B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      453531 | PA      | $0.00         | 0.00%             | 2024-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Traverse Midstream Partners LLC Term Loan B                                                 | Traverse Midstream Partners LLC Term Loan B                                                 | CUSIP: N/A<br>LEI: 549300DHTM8B2X5QMJ22       | Long             | LON              | CORP              | US        |      285018 | PA      | $285160.24    | 0.01%             | 2028-02-16      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC Term Loan B5                                                               | CSC Holdings LLC Term Loan B5                                                               | CUSIP: N/A<br>LEI: 3HG2WD2W22M120IUNG49       | Long             | LON              | CORP              | US        |      140616 | PA      | $123968.22    | 0.01%             | 2027-04-15      | Floating      | 8.14%                 | No            |                  2 | On Loan: No      |
| Telesat LLC Term Loan B5                                                                    | Telesat LLC Term Loan B5                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      443000 | PA      | $377241.08    | 0.02%             | 2026-12-06      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| Gainwell Acquisition Corp Term Loan B                                                       | Gainwell Acquisition Corp Term Loan B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      322962 | PA      | $317042.20    | 0.01%             | 2027-10-01      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| Advancion Holdings LLC Term Loan                                                            | Advancion Holdings LLC Term Loan                                                            | CUSIP: N/A<br>LEI: 254900GMIYFF4FZ0A357       | Long             | LON              | CORP              | US        |     8680000 | PA      | $6770400.00   | 0.31%             | 2028-10-27      | Floating      | 11.52%                | No            |                  2 | On Loan: No      |
| Arterra Wines Canada Inc Term Loan B1                                                       | Arterra Wines Canada Inc Term Loan B1                                                       | CUSIP: N/A<br>LEI: 5493000SZ7NOM4G34E58       | Long             | LON              | CORP              | CA        |     1560476 | PA      | $1527065.93   | 0.07%             | 2027-11-25      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| TricorBraun Holdings Inc Term Loan                                                          | TricorBraun Holdings Inc Term Loan                                                          | CUSIP: N/A<br>LEI: 2549009AB5YVVW5J1U62       | Long             | LON              | CORP              | US        |      217437 | PA      | $207652.51    | 0.01%             | 2031-03-03      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Peraton Corp Term Loan B                                                                    | Peraton Corp Term Loan B                                                                    | CUSIP: N/A<br>LEI: 549300EQPCK07ZW63836       | Long             | LON              | CORP              | US        |      548527 | PA      | $467816.52    | 0.02%             | 2028-02-01      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| Infinite Bidco LLC Term Loan                                                                | Infinite Bidco LLC Term Loan                                                                | CUSIP: N/A<br>LEI: 549300GLV0VRADA9LI65       | Long             | LON              | CORP              | US        |      188538 | PA      | $184767.69    | 0.01%             | 2028-03-02      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| Infinite Bidco LLC Term Loan                                                                | Infinite Bidco LLC Term Loan                                                                | CUSIP: N/A<br>LEI: 549300GLV0VRADA9LI65       | Long             | LON              | CORP              | US        |     4850000 | PA      | $4607500.00   | 0.21%             | 2029-02-24      | Floating      | 10.93%                | No            |                  2 | On Loan: No      |
| American Trailer World Corp Term Loan                                                       | American Trailer World Corp Term Loan                                                       | CUSIP: N/A<br>LEI: 254900WNYWX3HF6TKT69       | Long             | LON              | CORP              | US        |       90062 | PA      | $67186.48     | 0.00%             | 2028-03-03      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| Arctic Canadian Diamond Co Ltd                                                              | Arctic Canadian Diamond Co Ltd                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |     4783695 | PA      | $396329.12    | 0.02%             | 2026-06-30      | Floating      | 4.26%                 | No            |                  3 | On Loan: No      |
| MH Sub I LLC Term Loan                                                                      | MH Sub I LLC Term Loan                                                                      | CUSIP: N/A<br>LEI: 2549005VFKP807SR8N49       | Long             | LON              | CORP              | US        |     6890000 | PA      | $5453159.40   | 0.25%             | 2029-02-12      | Floating      | 9.92%                 | No            |                  2 | On Loan: No      |
| Churchill Downs Inc Term Loan B1                                                            | Churchill Downs Inc Term Loan B1                                                            | CUSIP: N/A<br>LEI: 529900FODTBQC8MIS994       | Long             | LON              | CORP              | US        |      109929 | PA      | $109928.52    | 0.01%             | 2028-03-17      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Win Waste Innovations Holdings Inc Term Loan                                                | Win Waste Innovations Holdings Inc Term Loan                                                | CUSIP: N/A<br>LEI: 549300DJBUN7Z75R2S83       | Long             | LON              | CORP              | US        |      763199 | PA      | $763915.93    | 0.03%             | 2028-03-24      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| Signal Parent Inc Term Loan B                                                               | Signal Parent Inc Term Loan B                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       37943 | PA      | $22964.08     | 0.00%             | 2028-04-03      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| Cornerstone Building Brands Inc Term Loan B                                                 | Cornerstone Building Brands Inc Term Loan B                                                 | CUSIP: N/A<br>LEI: 549300IW41QEWQ6T0H29       | Long             | LON              | CORP              | US        |      143216 | PA      | $87784.55     | 0.00%             | 2028-04-12      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| CoreLogic Inc Term Loan B                                                                   | CoreLogic Inc Term Loan B                                                                   | CUSIP: N/A<br>LEI: 54930086CD8K2UIL0516       | Long             | LON              | CORP              | US        |      302126 | PA      | $295421.55    | 0.01%             | 2028-06-02      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| Brown Group Holding LLC Term Loan B1                                                        | Brown Group Holding LLC Term Loan B1                                                        | CUSIP: N/A<br>LEI: 25490094PF4HHK9QS109       | Long             | LON              | CORP              | US        |      121273 | PA      | $121811.00    | 0.01%             | 2031-07-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Ensono Inc Term Loan B                                                                      | Ensono Inc Term Loan B                                                                      | CUSIP: N/A<br>LEI: 5493003GTMBHX0VZAW67       | Long             | LON              | CORP              | US        |       47000 | PA      | $45146.32     | 0.00%             | 2028-05-26      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| ACProducts Holdings Inc Term Loan B                                                         | ACProducts Holdings Inc Term Loan B                                                         | CUSIP: N/A<br>LEI: 254900KTNXVUUHWHBF39       | Long             | LON              | CORP              | US        |      389209 | PA      | $313383.05    | 0.01%             | 2028-05-17      | Floating      | 8.21%                 | No            |                  2 | On Loan: No      |
| MajorDrive Holdings IV LLC Term Loan B                                                      | MajorDrive Holdings IV LLC Term Loan B                                                      | CUSIP: N/A<br>LEI: 25490044R1FR5N8FIT62       | Long             | LON              | CORP              | US        |       45820 | PA      | $43605.22     | 0.00%             | 2028-06-01      | Floating      | 7.96%                 | No            |                  2 | On Loan: No      |
| Conair Holdings LLC Term Loan B                                                             | Conair Holdings LLC Term Loan B                                                             | CUSIP: N/A<br>LEI: 549300804G00T34FLV17       | Long             | LON              | CORP              | US        |      214681 | PA      | $149538.20    | 0.01%             | 2028-05-17      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| Hayward Industries Inc Term Loan B                                                          | Hayward Industries Inc Term Loan B                                                          | CUSIP: N/A<br>LEI: 549300NV8ZMMEDUHQ091       | Long             | LON              | CORP              | US        |      278907 | PA      | $279953.32    | 0.01%             | 2028-05-28      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Hertz Corp/The Term Loan B-Exit                                                             | Hertz Corp/The Term Loan B-Exit                                                             | CUSIP: N/A<br>LEI: 549300PD0C69OJ0NLB27       | Long             | LON              | CORP              | US        |       32487 | PA      | $25485.98     | 0.00%             | 2028-06-30      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| Hertz Corp/The TERM C-EXIT                                                                  | Hertz Corp/The TERM C-EXIT                                                                  | CUSIP: N/A<br>LEI: 549300PD0C69OJ0NLB27       | Long             | LON              | CORP              | US        |        6428 | PA      | $5042.63      | 0.00%             | 2028-06-30      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| VC GB Holdings I Corp Term Loan B                                                           | VC GB Holdings I Corp Term Loan B                                                           | CUSIP: N/A<br>LEI: 549300K4B21TSY42LF51       | Long             | LON              | CORP              | US        |       50216 | PA      | $50084.26     | 0.00%             | 2028-06-30      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| Asurion LLC Term Loan B4                                                                    | Asurion LLC Term Loan B4                                                                    | CUSIP: N/A<br>LEI: 549300KNQVXGIOXWK278       | Long             | LON              | CORP              | US        |     1344607 | PA      | $1347753.86   | 0.06%             | 2029-01-20      | Floating      | 9.03%                 | No            |                  2 | On Loan: No      |
| Engineered Machinery Holdings Inc Term Loan                                                 | Engineered Machinery Holdings Inc Term Loan                                                 | CUSIP: N/A<br>LEI: 5493008AR0NPSLW8EW07       | Long             | LON              | CORP              | US        |    10613267 | PA      | $10606686.39  | 0.48%             | 2029-05-21      | Floating      | 9.96%                 | No            |                  2 | On Loan: No      |
| CCC Intelligent Solutions Inc Term Loan B                                                   | CCC Intelligent Solutions Inc Term Loan B                                                   | CUSIP: N/A<br>LEI: 5493006JEEL9RIWY5T17       | Long             | LON              | CORP              | US        |       73512 | PA      | $73107.62     | 0.00%             | 2032-01-23      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Medical Solutions Holdings Inc Term Loan B                                                  | Medical Solutions Holdings Inc Term Loan B                                                  | CUSIP: N/A<br>LEI: 549300JH2XHZ7TIKYR39       | Long             | LON              | CORP              | US        |       18902 | PA      | $2610.94      | 0.00%             | 2028-10-06      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| Restoration Hardware Inc Term Loan B                                                        | Restoration Hardware Inc Term Loan B                                                        | CUSIP: N/A<br>LEI: 549300H9H1H3OC7C3H47       | Long             | LON              | CORP              | US        |      153160 | PA      | $150723.55    | 0.01%             | 2028-10-20      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Loyalty Ventures Inc Term Loan B                                                            | Loyalty Ventures Inc Term Loan B                                                            | CUSIP: N/A<br>LEI: 549300Q3YKVWNY6JIJ44       | Long             | LON              | CORP              | US        |     1607877 | PA      | $136669.56    | 0.01%             | 2027-11-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EP Purchaser LLC Term Loan B                                                                | EP Purchaser LLC Term Loan B                                                                | CUSIP: N/A<br>LEI: 549300GGODRVQG1GH476       | Long             | LON              | CORP              | US        |       29922 | PA      | $20995.43     | 0.00%             | 2028-11-06      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| TransMontaigne Partners LLC Term Loan B                                                     | TransMontaigne Partners LLC Term Loan B                                                     | CUSIP: N/A<br>LEI: 549300V4T155OZCUJ734       | Long             | LON              | CORP              | US        |      181365 | PA      | $181741.84    | 0.01%             | 2030-03-16      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| INEOS US Finance LLC Term Loan B                                                            | INEOS US Finance LLC Term Loan B                                                            | CUSIP: N/A<br>LEI: 5493008MHJ4R367SNK31       | Long             | LON              | CORP              | US        |      181709 | PA      | $178438.33    | 0.01%             | 2028-11-08      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Altar Bidco Inc Term Loan                                                                   | Altar Bidco Inc Term Loan                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     3570000 | PA      | $3337950.00   | 0.15%             | 2030-02-01      | Floating      | 9.11%                 | No            |                  2 | On Loan: No      |
| CHG PPC Parent LLC Term Loan B                                                              | CHG PPC Parent LLC Term Loan B                                                              | CUSIP: N/A<br>LEI: 54930019XJQNJAGXQ664       | Long             | LON              | CORP              | US        |      167284 | PA      | $167335.53    | 0.01%             | 2028-12-08      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC/NV Term Loan B                                                   | Fertitta Entertainment LLC/NV Term Loan B                                                   | CUSIP: N/A<br>LEI: 984500A0805D8V551D35       | Long             | LON              | CORP              | US        |      232574 | PA      | $230441.15    | 0.01%             | 2029-01-13      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Viasat Inc Term Loan B                                                                      | Viasat Inc Term Loan B                                                                      | CUSIP: N/A<br>LEI: UFC8NYMNFSYIHNSM2I38       | Long             | LON              | CORP              | US        |       29692 | PA      | $29779.11     | 0.00%             | 2029-03-04      | Floating      | 8.28%                 | No            |                  2 | On Loan: No      |
| Houghton Mifflin Harcourt Co Term Loan B                                                    | Houghton Mifflin Harcourt Co Term Loan B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       82786 | PA      | $67160.59     | 0.00%             | 2029-04-09      | Floating      | 9.02%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc Term Loan B                                             | Clydesdale Acquisition Holdings Inc Term Loan B                                             | CUSIP: N/A<br>LEI: 254900QKSDYFR3K5YD98       | Long             | LON              | CORP              | US        |      213701 | PA      | $203379.35    | 0.01%             | 2029-04-13      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| Element Materials Technology Group US Holdings Inc                                          | Element Materials Technology Group US Holdings Inc                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      256743 | PA      | $257867.91    | 0.01%             | 2029-07-06      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| Iris Holding Inc Term Loan                                                                  | Iris Holding Inc Term Loan                                                                  | CUSIP: N/A<br>LEI: 54930013SPZ2NB3I3V40       | Long             | LON              | CORP              | US        |     2289712 | PA      | $2156817.52   | 0.10%             | 2028-06-28      | Floating      | 8.52%                 | No            |                  2 | On Loan: No      |
| Brown Group Holding LLC Term Loan B2                                                        | Brown Group Holding LLC Term Loan B2                                                        | CUSIP: N/A<br>LEI: 25490094PF4HHK9QS109       | Long             | LON              | CORP              | US        |      591137 | PA      | $594027.99    | 0.03%             | 2031-07-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Corp Service Co Term Loan B                                                                 | Corp Service Co Term Loan B                                                                 | CUSIP: N/A<br>LEI: 549300NOPSIMGJNT8J31       | Long             | LON              | CORP              | US        |      131290 | PA      | $131454.55    | 0.01%             | 2029-11-02      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Covetrus Inc Term Loan                                                                      | Covetrus Inc Term Loan                                                                      | CUSIP: N/A<br>LEI: 5493009S30DUFCF75V87       | Long             | LON              | CORP              | US        |     9079821 | PA      | $8546381.96   | 0.39%             | 2029-10-13      | Floating      | 8.70%                 | No            |                  2 | On Loan: No      |
| Guardian US Holdco LLC Term Loan B                                                          | Guardian US Holdco LLC Term Loan B                                                          | CUSIP: N/A<br>LEI: 254900OSYC6XQ21DY128       | Long             | LON              | CORP              | US        |     1471312 | PA      | $1452553.27   | 0.07%             | 2030-01-31      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc Term Loan B                                                       | Caesars Entertainment Inc Term Loan B                                                       | CUSIP: N/A<br>LEI: 549300FA4CTCW903Y781       | Long             | LON              | CORP              | US        |       82087 | PA      | $79556.18     | 0.00%             | 2030-02-06      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| INEOS US Finance LLC Term Loan B                                                            | INEOS US Finance LLC Term Loan B                                                            | CUSIP: N/A<br>LEI: 5493008MHJ4R367SNK31       | Long             | LON              | CORP              | US        |      200727 | PA      | $186224.08    | 0.01%             | 2030-02-19      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| West Technology Group LLC Term Loan B3                                                      | West Technology Group LLC Term Loan B3                                                      | CUSIP: N/A<br>LEI: 5493005Z5DB0O5S30R71       | Long             | LON              | CORP              | US        |      359729 | PA      | $64193.63     | 0.00%             | 2027-04-09      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Sedgwick Claims Management Services Inc Term Loan B                                         | Sedgwick Claims Management Services Inc Term Loan B                                         | CUSIP: N/A<br>LEI: 549300BIN4DWJG5VWF64       | Long             | LON              | CORP              | US        |      387821 | PA      | $384804.20    | 0.02%             | 2031-07-31      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Callaway Golf Co Term Loan B                                                                | Callaway Golf Co Term Loan B                                                                | CUSIP: N/A<br>LEI: 5493005UB0KFRKBPCU72       | Long             | LON              | CORP              | US        |        6451 | PA      | $6478.92      | 0.00%             | 2030-03-16      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC Term Loan B                                                         | Talen Energy Supply LLC Term Loan B                                                         | CUSIP: N/A<br>LEI: K5K33XN0PQAU1XF7NN66       | Long             | LON              | CORP              | US        |      758260 | PA      | $760064.86    | 0.03%             | 2030-05-17      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Avaya LLC PIK Term Loan Exit                                                                | Avaya LLC PIK Term Loan Exit                                                                | CUSIP: N/A<br>LEI: J6LB5QIFSP2MFEFG4U76       | Long             | LON              | CORP              | US        |      274866 | PA      | $242140.67    | 0.01%             | 2028-07-31      | Floating      | 11.15%                | No            |                  2 | On Loan: No      |
| Ten-X LLC Term Loan                                                                         | Ten-X LLC Term Loan                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     2943747 | PA      | $2583137.81   | 0.12%             | 2028-05-26      | Floating      | 9.49%                 | No            |                  2 | On Loan: No      |
| Viasat Inc Term Loan B                                                                      | Viasat Inc Term Loan B                                                                      | CUSIP: N/A<br>LEI: UFC8NYMNFSYIHNSM2I38       | Long             | LON              | CORP              | US        |      235564 | PA      | $235912.19    | 0.01%             | 2030-05-30      | Floating      | 8.27%                 | No            |                  2 | On Loan: No      |
| EP Purchaser LLC Term Loan B                                                                | EP Purchaser LLC Term Loan B                                                                | CUSIP: N/A<br>LEI: 549300GGODRVQG1GH476       | Long             | LON              | CORP              | US        |       18944 | PA      | $12205.26     | 0.00%             | 2028-11-06      | Floating      | 8.29%                 | No            |                  2 | On Loan: No      |
| Bleriot US Bidco Inc Term Loan B                                                            | Bleriot US Bidco Inc Term Loan B                                                            | CUSIP: N/A<br>LEI: 254900ALCQ2A2VYD5Z08       | Long             | LON              | CORP              | US        |      252598 | PA      | $253201.60    | 0.01%             | 2030-10-31      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Sonicwall US Holdings Inc Term Loan                                                         | Sonicwall US Holdings Inc Term Loan                                                         | CUSIP: N/A<br>LEI: 549300KJE1MHNCWBX302       | Long             | LON              | CORP              | US        |       31779 | PA      | $9593.44      | 0.00%             | 2028-05-18      | Floating      | 8.71%                 | No            |                  2 | On Loan: No      |
| Open Text Corp Term Loan B                                                                  | Open Text Corp Term Loan B                                                                  | CUSIP: N/A<br>LEI: 549300HP7ONDQODZJV16       | Long             | LON              | CORP              | CA        |      399147 | PA      | $388170.93    | 0.02%             | 2030-01-31      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Star Parent Inc Term Loan B                                                                 | Star Parent Inc Term Loan B                                                                 | CUSIP: N/A<br>LEI: 254900GRGCJYRMDRWT73       | Long             | LON              | CORP              | US        |      202442 | PA      | $202455.70    | 0.01%             | 2030-09-27      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| Rocket Software Inc Term Loan B                                                             | Rocket Software Inc Term Loan B                                                             | CUSIP: N/A<br>LEI: 549300PVG26ISP5X1556       | Long             | LON              | CORP              | US        |      121413 | PA      | $115636.29    | 0.01%             | 2028-11-28      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| EVERTEC Group LLC Term Loan B                                                               | EVERTEC Group LLC Term Loan B                                                               | CUSIP: N/A<br>LEI: 54930056CPTQSUNQYB82       | Long             | LON              | CORP              | PR        |       50000 | PA      | $50000.00     | 0.00%             | 2030-10-30      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc Term Loan J                                                                   | TransDigm Inc Term Loan J                                                                   | CUSIP: N/A<br>LEI: 88Q84GB3X55CF5OC7582       | Long             | LON              | CORP              | US        |      464933 | PA      | $465532.28    | 0.02%             | 2031-02-28      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| ADMI Corp Term Loan B1                                                                      | ADMI Corp Term Loan B1                                                                      | CUSIP: N/A<br>LEI: 5493008U1LYGMQWO7N12       | Long             | LON              | CORP              | US        |      115514 | PA      | $108583.08    | 0.00%             | 2027-12-23      | Floating      | 9.42%                 | No            |                  2 | On Loan: No      |
| OMNIA Partners LLC Term Loan B                                                              | OMNIA Partners LLC Term Loan B                                                              | CUSIP: N/A<br>LEI: 254900ZD1P5CVG9GOS22       | Long             | LON              | CORP              | US        |      200156 | PA      | $201056.45    | 0.01%             | 2032-12-31      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| Zelis Payments Buyer Inc Term Loan B                                                        | Zelis Payments Buyer Inc Term Loan B                                                        | CUSIP: N/A<br>LEI: 549300U8NGLZN5R1Y309       | Long             | LON              | CORP              | US        |       70072 | PA      | $69283.20     | 0.00%             | 2029-09-28      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC Tern Loan Extended                                                    | Directv Financing LLC Tern Loan Extended                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      117165 | PA      | $117366.15    | 0.01%             | 2029-08-02      | Floating      | 9.18%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc Term Loan B1                                                      | Caesars Entertainment Inc Term Loan B1                                                      | CUSIP: N/A<br>LEI: 549300FA4CTCW903Y781       | Long             | LON              | CORP              | US        |      237933 | PA      | $230052.26    | 0.01%             | 2031-02-06      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Planet US Buyer LLC Term Loan B                                                             | Planet US Buyer LLC Term Loan B                                                             | CUSIP: N/A<br>LEI: 254900ZE51SEX2EFFH74       | Long             | LON              | CORP              | US        |      252493 | PA      | $253333.69    | 0.01%             | 2031-02-07      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| UKG Inc Term Loan B                                                                         | UKG Inc Term Loan B                                                                         | CUSIP: N/A<br>LEI: 529900FKHWSTQ1GXK240       | Long             | LON              | CORP              | US        |      476513 | PA      | $459420.87    | 0.02%             | 2031-02-10      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| WestJet Loyalty LP Term Loan B                                                              | WestJet Loyalty LP Term Loan B                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |       34911 | PA      | $34000.11     | 0.00%             | 2031-02-14      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Champions Financing Inc Term Loan B                                                         | Champions Financing Inc Term Loan B                                                         | CUSIP: N/A<br>LEI: 391200ZDD75EGEUJ7625       | Long             | LON              | CORP              | US        |     2468593 | PA      | $2346397.60   | 0.11%             | 2029-02-23      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| Camelot US Acquisition LLC Term Loan B                                                      | Camelot US Acquisition LLC Term Loan B                                                      | CUSIP: N/A<br>LEI: 549300U6VBJHQP2SFL81       | Long             | LON              | CORP              | US        |      139664 | PA      | $130978.44    | 0.01%             | 2031-01-31      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Artera Services LLC Term Loan                                                               | Artera Services LLC Term Loan                                                               | CUSIP: N/A<br>LEI: 549300J2G34D0WX8Z443       | Long             | LON              | CORP              | US        |       51771 | PA      | $44189.03     | 0.00%             | 2031-02-15      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| Cotiviti Inc Term Loan B                                                                    | Cotiviti Inc Term Loan B                                                                    | CUSIP: N/A<br>LEI: 254900YAQHVRTG4IFI64       | Long             | LON              | CORP              | US        |       16957 | PA      | $15541.26     | 0.00%             | 2031-05-01      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Perforce Software Inc Term Loan B                                                           | Perforce Software Inc Term Loan B                                                           | CUSIP: N/A<br>LEI: 549300322GBMUSL1VG17       | Long             | LON              | CORP              | US        |      117008 | PA      | $75104.98     | 0.00%             | 2031-03-21      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings Inc Term Loan B                                              | Clear Channel Outdoor Holdings Inc Term Loan B                                              | CUSIP: N/A<br>LEI: 254900XBEE6V1ENYS150       | Long             | LON              | CORP              | US        |      473855 | PA      | $474939.71    | 0.02%             | 2028-08-23      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| Pacific Dental Services LLC Term Loan B                                                     | Pacific Dental Services LLC Term Loan B                                                     | CUSIP: N/A<br>LEI: 549300SDH1NQDOZ2M105       | Long             | LON              | CORP              | US        |      256011 | PA      | $256476.82    | 0.01%             | 2031-03-15      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| CRC Insurance Group LLC Term Loan                                                           | CRC Insurance Group LLC Term Loan                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     1447368 | PA      | $1429276.31   | 0.07%             | 2032-05-06      | Floating      | 8.45%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC Term Loan B                                                             | Station Casinos LLC Term Loan B                                                             | CUSIP: N/A<br>LEI: 5493004E7Q60TX54WL62       | Long             | LON              | CORP              | US        |       49873 | PA      | $49984.49     | 0.00%             | 2031-03-14      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| MI Windows And Doors LLC Term Loan B3                                                       | MI Windows And Doors LLC Term Loan B3                                                       | CUSIP: N/A<br>LEI: 2549001JQBGDT0WEQ156       | Long             | LON              | CORP              | US        |       60336 | PA      | $59253.23     | 0.00%             | 2031-03-21      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Connect Finco SARL Term Loan B                                                              | Connect Finco SARL Term Loan B                                                              | CUSIP: N/A<br>LEI: 2594001KNYIQ456J2792       | Long             | LON              | CORP              | LU        |       93638 | PA      | $93831.32     | 0.00%             | 2029-09-27      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| Air Canada Term Loan B                                                                      | Air Canada Term Loan B                                                                      | CUSIP: N/A<br>LEI: 4B4HI3CGXMBDC0G6BM51       | Long             | LON              | CORP              | CA        |      164512 | PA      | $164100.46    | 0.01%             | 2031-03-21      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Rackspace Finance LLC Term Loan B                                                           | Rackspace Finance LLC Term Loan B                                                           | CUSIP: N/A<br>LEI: 25490078N5MHLAGLZ689       | Long             | LON              | CORP              | US        |      394403 | PA      | $197769.52    | 0.01%             | 2028-05-15      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| Rackspace Finance LLC Term Loan B                                                           | Rackspace Finance LLC Term Loan B                                                           | CUSIP: N/A<br>LEI: 25490078N5MHLAGLZ689       | Long             | LON              | CORP              | US        |      165736 | PA      | $164234.73    | 0.01%             | 2028-05-15      | Floating      | 10.03%                | No            |                  2 | On Loan: No      |
| Mister Car Wash Holdings Inc Term Loan B                                                    | Mister Car Wash Holdings Inc Term Loan B                                                    | CUSIP: N/A<br>LEI: 549300BARUQU0U2GQE05       | Long             | LON              | CORP              | US        |      245157 | PA      | $244982.79    | 0.01%             | 2031-03-27      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| SupplyOne Inc Term Loan B                                                                   | SupplyOne Inc Term Loan B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      160175 | PA      | $160598.23    | 0.01%             | 2031-03-27      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc Term Loan B                                                                  | NRG Energy Inc Term Loan B                                                                  | CUSIP: N/A<br>LEI: 5E2UPK5SW04M13XY7I38       | Long             | LON              | CORP              | US        |      180597 | PA      | $180882.27    | 0.01%             | 2031-04-16      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Genesee & Wyoming Inc Term Loan B                                                           | Genesee & Wyoming Inc Term Loan B                                                           | CUSIP: N/A<br>LEI: G617XSG94Z7G0RMW3L02       | Long             | LON              | CORP              | US        |      188840 | PA      | $188953.17    | 0.01%             | 2031-04-10      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Brand Industrial Services Inc Term Loan B                                                   | Brand Industrial Services Inc Term Loan B                                                   | CUSIP: N/A<br>LEI: 549300B658W2BPDQMW42       | Long             | LON              | CORP              | US        |      117160 | PA      | $101331.29    | 0.00%             | 2030-08-01      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| Modena Buyer LLC Term Loan B                                                                | Modena Buyer LLC Term Loan B                                                                | CUSIP: N/A<br>LEI: 254900B0G2IU0VBDOY26       | Long             | LON              | CORP              | US        |     2567500 | PA      | $2318606.55   | 0.11%             | 2031-04-18      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Eyecare Partners LLC PIK Term Loan B                                                        | Eyecare Partners LLC PIK Term Loan B                                                        | CUSIP: N/A<br>LEI: 254900ZAACWK09RJ8W93       | Long             | LON              | CORP              | US        |     5131905 | PA      | $2266608.53   | 0.10%             | 2028-11-30      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies Inc Term Loan B8                                                          | SS&C Technologies Inc Term Loan B8                                                          | CUSIP: N/A<br>LEI: 549300KY09TR3J12JU49       | Long             | LON              | CORP              | US        |      169384 | PA      | $169377.59    | 0.01%             | 2031-05-09      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Darktrace Finco US LLC Term Loan B                                                          | Darktrace Finco US LLC Term Loan B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     1777426 | PA      | $1667456.31   | 0.08%             | 2031-10-09      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| Darktrace Finco US LLC Term Loan                                                            | Darktrace Finco US LLC Term Loan                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     3275000 | PA      | $2982575.25   | 0.14%             | 2032-10-11      | Floating      | 8.93%                 | No            |                  2 | On Loan: No      |
| Broadstreet Partners Group LLC Term Loan B                                                  | Broadstreet Partners Group LLC Term Loan B                                                  | CUSIP: N/A<br>LEI: 549300BS9N54G8DD0R75       | Long             | LON              | CORP              | US        |      822261 | PA      | $816571.04    | 0.04%             | 2031-06-14      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Epicor Software Corp Term Loan B                                                            | Epicor Software Corp Term Loan B                                                            | CUSIP: N/A<br>LEI: JGNXVGGGXR4O1L5I7S73       | Long             | LON              | CORP              | US        |      518205 | PA      | $510758.34    | 0.02%             | 2031-05-30      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Learning Care Group US No 2 Inc Term Loan B                                                 | Learning Care Group US No 2 Inc Term Loan B                                                 | CUSIP: N/A<br>LEI: 5493000VMN44LK8QID23       | Long             | LON              | CORP              | US        |       13964 | PA      | $11101.68     | 0.00%             | 2028-08-11      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| Gates Corp/DE Term Loan B5                                                                  | Gates Corp/DE Term Loan B5                                                                  | CUSIP: N/A<br>LEI: 984500F43C791F4C7894       | Long             | LON              | CORP              | US        |      122019 | PA      | $122142.18    | 0.01%             | 2031-06-04      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Iridium Satellite LLC Term Loan B4                                                          | Iridium Satellite LLC Term Loan B4                                                          | CUSIP: N/A<br>LEI: 254900615BJ7139TFM33       | Long             | LON              | CORP              | US        |       31000 | PA      | $30415.03     | 0.00%             | 2030-09-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Sound Inpatient Physicians Inc PIK Term Loan A                                              | Sound Inpatient Physicians Inc PIK Term Loan A                                              | CUSIP: N/A<br>LEI: 54930047QBMPL027P218       | Long             | LON              | CORP              | US        |       28004 | PA      | $28074.25     | 0.00%             | 2028-06-28      | Floating      | 9.46%                 | No            |                  2 | On Loan: No      |
| Sound Inpatient Physicians Inc PIK Term Loan B                                              | Sound Inpatient Physicians Inc PIK Term Loan B                                              | CUSIP: N/A<br>LEI: 54930047QBMPL027P218       | Long             | LON              | CORP              | US        |      403716 | PA      | $397324.93    | 0.02%             | 2028-06-28      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC Term Loan B6                                                                 | 1011778 BC ULC Term Loan B6                                                                 | CUSIP: N/A<br>LEI: 549300RHSHNRWI5LLA86       | Long             | LON              | CORP              | CA        |      388210 | PA      | $388330.28    | 0.02%             | 2030-09-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Scientific Games Holdings LP Term Loan B                                                    | Scientific Games Holdings LP Term Loan B                                                    | CUSIP: N/A<br>LEI: 549300W5GPFXXB6TQ330       | Long             | LON              | CORP              | US        |      199027 | PA      | $195793.00    | 0.01%             | 2029-04-04      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| White Cap Supply Holdings LLC Term Loan B                                                   | White Cap Supply Holdings LLC Term Loan B                                                   | CUSIP: N/A<br>LEI: 254900L2N0T6GULCL366       | Long             | LON              | CORP              | US        |      192391 | PA      | $191171.52    | 0.01%             | 2029-10-19      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Ecovyst Catalyst Technologies LLC Term Loan B                                               | Ecovyst Catalyst Technologies LLC Term Loan B                                               | CUSIP: N/A<br>LEI: 254900NH3N3I82Z6Q744       | Long             | LON              | CORP              | US        |       47864 | PA      | $47906.42     | 0.00%             | 2031-06-12      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP Term Loan B                                                               | Clarios Global LP Term Loan B                                                               | CUSIP: N/A<br>LEI: 549300474L1ZLXZY2P98       | Long             | LON              | CORP              | US        |     1128426 | PA      | $1132307.99   | 0.05%             | 2030-05-04      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| DS Admiral Bidco LLC Term Loan B                                                            | DS Admiral Bidco LLC Term Loan B                                                            | CUSIP: N/A<br>LEI: 25490030X7DBAF7KCR65       | Long             | LON              | CORP              | US        |       15955 | PA      | $14997.28     | 0.00%             | 2031-06-26      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| Chart Industries Inc Term Loan B                                                            | Chart Industries Inc Term Loan B                                                            | CUSIP: N/A<br>LEI: EM7QGKC1GYOF3LSZSL80       | Long             | LON              | CORP              | US        |       80781 | PA      | $80856.86     | 0.00%             | 2030-03-15      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| Virtusa Corp Term Loan B                                                                    | Virtusa Corp Term Loan B                                                                    | CUSIP: N/A<br>LEI: C77OMXDER63WLJCSKT03       | Long             | LON              | CORP              | US        |        9000 | PA      | $8264.97      | 0.00%             | 2029-02-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Jazz Financing Lux Sarl Term Loan B2                                                        | Jazz Financing Lux Sarl Term Loan B2                                                        | CUSIP: N/A<br>LEI: 635400WUEO2NSG5OIU34       | Long             | LON              | CORP              | LU        |      145076 | PA      | $145660.27    | 0.01%             | 2028-05-05      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Ryan Specialty LLC Term Loan B                                                              | Ryan Specialty LLC Term Loan B                                                              | CUSIP: N/A<br>LEI: 549300K52N7QBO3PYY45       | Long             | LON              | CORP              | US        |      284897 | PA      | $285466.98    | 0.01%             | 2031-09-13      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc Term Loan L                                                                   | TransDigm Inc Term Loan L                                                                   | CUSIP: N/A<br>LEI: 88Q84GB3X55CF5OC7582       | Long             | LON              | CORP              | US        |      181032 | PA      | $181272.34    | 0.01%             | 2032-01-19      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Froneri US Inc Term Loan B4                                                                 | Froneri US Inc Term Loan B4                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      118327 | PA      | $117333.75    | 0.01%             | 2031-09-17      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Delta 2 Lux Sarl Term Loan B1                                                               | Delta 2 Lux Sarl Term Loan B1                                                               | CUSIP: N/A<br>LEI: 549300BBG8Z3D6QSYP53       | Long             | LON              | CORP              | LU        |       27250 | PA      | $27270.44     | 0.00%             | 2031-09-30      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Connect Holding II LLC Delayed Draw Term Loan B-DD                                          | Connect Holding II LLC Delayed Draw Term Loan B-DD                                          | CUSIP: N/A<br>LEI: 254900LCX7S2QHYUOI31       | Long             | LON              | CORP              | US        |      589000 | PA      | $561134.41    | 0.03%             | 2031-04-03      | Floating      | 7.90%                 | No            |                  2 | On Loan: No      |
| LifePoint Health Inc Term Loan B                                                            | LifePoint Health Inc Term Loan B                                                            | CUSIP: N/A<br>LEI: 549300G8ZVHRTBBBSZ90       | Long             | LON              | CORP              | US        |       74357 | PA      | $74001.15     | 0.00%             | 2031-05-17      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| BCPE Pequod Buyer Inc Term Loan B                                                           | BCPE Pequod Buyer Inc Term Loan B                                                           | CUSIP: N/A<br>LEI: 254900HEEOS2IWC84V94       | Long             | LON              | CORP              | US        |      109201 | PA      | $107972.80    | 0.00%             | 2031-09-19      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Synechron Inc Term Loan B                                                                   | Synechron Inc Term Loan B                                                                   | CUSIP: N/A<br>LEI: 549300MUU3E8J6UT8E60       | Long             | LON              | CORP              | US        |       81309 | PA      | $74601.12     | 0.00%             | 2031-10-03      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| INEOS US Petrochem LLC Term Loan B                                                          | INEOS US Petrochem LLC Term Loan B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       39000 | PA      | $34125.00     | 0.00%             | 2031-10-01      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Nouryon Finance BV Term Loan B                                                              | Nouryon Finance BV Term Loan B                                                              | CUSIP: N/A<br>LEI: 549300GD4NJGLPVYB245       | Long             | LON              | CORP              | NL        |      392097 | PA      | $389646.40    | 0.02%             | 2028-04-03      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| Jupiter Buyer Inc Term Loan B                                                               | Jupiter Buyer Inc Term Loan B                                                               | CUSIP: N/A<br>LEI: 254900FACU3AJQKAQ270       | Long             | LON              | CORP              | US        |      154811 | PA      | $155391.17    | 0.01%             | 2031-10-10      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| Viant Medical Holdings Inc Term Loan                                                        | Viant Medical Holdings Inc Term Loan                                                        | CUSIP: N/A<br>LEI: 549300E68YOWU15QSF58       | Long             | LON              | CORP              | US        |      223721 | PA      | $217568.24    | 0.01%             | 2031-10-17      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| WideOpenWest Finance LLC Term Loan                                                          | WideOpenWest Finance LLC Term Loan                                                          | CUSIP: N/A<br>LEI: 54930045JY28O5B5WE54       | Long             | LON              | CORP              | US        |      383373 | PA      | $350977.53    | 0.02%             | 2028-12-11      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| Cornerstone Generation LLC Term Loan B                                                      | Cornerstone Generation LLC Term Loan B                                                      | CUSIP: N/A<br>LEI: 254900JBGAU2N55LVN75       | Long             | LON              | CORP              | US        |      274373 | PA      | $274815.02    | 0.01%             | 2032-08-11      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| CMG Media Corp Term Loan B2                                                                 | CMG Media Corp Term Loan B2                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       99242 | PA      | $93088.89     | 0.00%             | 2029-06-18      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| Clover Holdings 2 LLC Term Loan B                                                           | Clover Holdings 2 LLC Term Loan B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      823775 | PA      | $790049.65    | 0.04%             | 2031-12-09      | Fixed         | 7.64%                 | No            |                  2 | On Loan: No      |
| Project Alpha Intermediate Holding Inc Term Loan B                                          | Project Alpha Intermediate Holding Inc Term Loan B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       93600 | PA      | $73476.00     | 0.00%             | 2030-10-26      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| Ellucian Holdings Inc Term Loan B                                                           | Ellucian Holdings Inc Term Loan B                                                           | CUSIP: N/A<br>LEI: 549300RP8NIJ7FY7OS79       | Long             | LON              | CORP              | US        |      142674 | PA      | $139897.87    | 0.01%             | 2029-10-08      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Sophos Holdings LLC Term Loan B                                                             | Sophos Holdings LLC Term Loan B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     1545902 | PA      | $1494114.37   | 0.07%             | 2027-03-05      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| SeaWorld Parks & Entertainment Inc Term Loan B3                                             | SeaWorld Parks & Entertainment Inc Term Loan B3                                             | CUSIP: N/A<br>LEI: 549300UZV72O3371JJ53       | Long             | LON              | CORP              | US        |      168082 | PA      | $165981.19    | 0.01%             | 2031-12-04      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| LifePoint Health Inc Term Loan B                                                            | LifePoint Health Inc Term Loan B                                                            | CUSIP: N/A<br>LEI: 549300G8ZVHRTBBBSZ90       | Long             | LON              | CORP              | US        |       13965 | PA      | $13868.71     | 0.00%             | 2031-05-17      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower LLC Term Loan B1                                           | Prime Security Services Borrower LLC Term Loan B1                                           | CUSIP: N/A<br>LEI: 549300O6QPZVWXV2DC15       | Long             | LON              | CORP              | US        |      107621 | PA      | $107688.82    | 0.00%             | 2030-10-13      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| CRC Insurance Group LLC Term Loan B                                                         | CRC Insurance Group LLC Term Loan B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      277419 | PA      | $275200.00    | 0.01%             | 2031-05-06      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Perrigo Investments LLC Term Loan B                                                         | Perrigo Investments LLC Term Loan B                                                         | CUSIP: N/A<br>LEI: 549300POZGC78VHAAJ73       | Long             | LON              | CORP              | US        |       93374 | PA      | $93257.54     | 0.00%             | 2029-04-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Phoenix Guarantor Inc Term Loan B5                                                          | Phoenix Guarantor Inc Term Loan B5                                                          | CUSIP: N/A<br>LEI: 254900JIOIDL3GSUFE55       | Long             | LON              | CORP              | US        |      301798 | PA      | $302682.07    | 0.01%             | 2031-02-21      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Goat Holdco LLC Term Loan B                                                                 | Goat Holdco LLC Term Loan B                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      278544 | PA      | $278485.39    | 0.01%             | 2031-12-10      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Catawba Nation Gaming Authority Term Loan B                                                 | Catawba Nation Gaming Authority Term Loan B                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       75000 | PA      | $75291.00     | 0.00%             | 2032-03-29      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| Reworld Holding Corp Term Loan B1                                                           | Reworld Holding Corp Term Loan B1                                                           | CUSIP: N/A<br>LEI: 40XIFLS8XDQGGHGPGC04       | Long             | LON              | CORP              | US        |      132804 | PA      | $132859.40    | 0.01%             | 2028-11-30      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC Term Loan B                                                         | Talen Energy Supply LLC Term Loan B                                                         | CUSIP: N/A<br>LEI: K5K33XN0PQAU1XF7NN66       | Long             | LON              | CORP              | US        |      661850 | PA      | $663743.32    | 0.03%             | 2031-12-15      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Flutter Financing BV Term Loan B                                                            | Flutter Financing BV Term Loan B                                                            | CUSIP: N/A<br>LEI: 635400VFWPBIKJK6GN11       | Long             | LON              | CORP              | NL        |      121694 | PA      | $121237.66    | 0.01%             | 2030-11-30      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| ABG Intermediate Holdings 2 LLC Term Loan B1                                                | ABG Intermediate Holdings 2 LLC Term Loan B1                                                | CUSIP: N/A<br>LEI: 54930020NXD0RJB64985       | Long             | LON              | CORP              | US        |      200896 | PA      | $201285.82    | 0.01%             | 2028-12-21      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Organon & Co Term Loan B                                                                    | Organon & Co Term Loan B                                                                    | CUSIP: N/A<br>LEI: 549300AMCKY57OK2CO56       | Long             | LON              | CORP              | US        |      282879 | PA      | $282525.55    | 0.01%             | 2031-05-19      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC Term Loan B6                                                                   | Acrisure LLC Term Loan B6                                                                   | CUSIP: N/A<br>LEI: 549300R0Z1Q47XRTGO22       | Long             | LON              | CORP              | US        |     1177526 | PA      | $1156919.36   | 0.05%             | 2030-11-06      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| USI Inc/NY Term Loan C                                                                      | USI Inc/NY Term Loan C                                                                      | CUSIP: N/A<br>LEI: 2549006D7UF7072T7I27       | Long             | LON              | CORP              | US        |      168675 | PA      | $168806.98    | 0.01%             | 2030-09-27      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| USI Inc/NY Term Loan D                                                                      | USI Inc/NY Term Loan D                                                                      | CUSIP: N/A<br>LEI: 2549006D7UF7072T7I27       | Long             | LON              | CORP              | US        |      369164 | PA      | $369492.66    | 0.02%             | 2029-11-21      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Dealer Tire Financial LLC Term Loan B5                                                      | Dealer Tire Financial LLC Term Loan B5                                                      | CUSIP: N/A<br>LEI: 894500QBE5Z2XQWCJ779       | Long             | LON              | CORP              | US        |       49874 | PA      | $49645.32     | 0.00%             | 2031-07-02      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| McAfee Corp Term Loan B1                                                                    | McAfee Corp Term Loan B1                                                                    | CUSIP: N/A<br>LEI: 2549009UKR8UEZYVCR93       | Long             | LON              | CORP              | US        |       72656 | PA      | $63846.23     | 0.00%             | 2029-03-01      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Kestra Advisor Services Holdings A Inc Term Loan B                                          | Kestra Advisor Services Holdings A Inc Term Loan B                                          | CUSIP: N/A<br>LEI: 254900WH55RU999OY504       | Long             | LON              | CORP              | US        |      187303 | PA      | $187583.61    | 0.01%             | 2031-03-22      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications Inc Term Loan                                                          | iHeartCommunications Inc Term Loan                                                          | CUSIP: N/A<br>LEI: 54930076J6KDZL504O62       | Long             | LON              | CORP              | US        |      176015 | PA      | $171350.23    | 0.01%             | 2029-05-01      | Floating      | 9.56%                 | No            |                  2 | On Loan: No      |
| Gloves Buyer Inc Term Loan B                                                                | Gloves Buyer Inc Term Loan B                                                                | CUSIP: N/A<br>LEI: 54930015O0Y94T5H8Z18       | Long             | LON              | CORP              | US        |     2583525 | PA      | $2579753.05   | 0.12%             | 2032-05-21      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Wand NewCo 3 Inc Term Loan B2                                                               | Wand NewCo 3 Inc Term Loan B2                                                               | CUSIP: N/A<br>LEI: 549300Y3VZEWMSQW8494       | Long             | LON              | CORP              | US        |      353495 | PA      | $353908.74    | 0.02%             | 2031-01-30      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP Term Loan B                                                               | Clarios Global LP Term Loan B                                                               | CUSIP: N/A<br>LEI: 549300474L1ZLXZY2P98       | Long             | LON              | CORP              | US        |      389870 | PA      | $391496.19    | 0.02%             | 2032-01-28      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Acuren Delaware Holdco Inc Term Loan                                                        | Acuren Delaware Holdco Inc Term Loan                                                        | CUSIP: N/A<br>LEI: 984500AF5AADE92B5332       | Long             | LON              | CORP              | US        |       34661 | PA      | $34786.31     | 0.00%             | 2031-07-30      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| LS Group OpCo Acquistion LLC Term Loan B1                                                   | LS Group OpCo Acquistion LLC Term Loan B1                                                   | CUSIP: N/A<br>LEI: 549300GJM1TKHPYFPF83       | Long             | LON              | CORP              | US        |      156377 | PA      | $156247.38    | 0.01%             | 2031-04-23      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Oryx Midstream Services Permian Basin LLC Term Loan B                                       | Oryx Midstream Services Permian Basin LLC Term Loan B                                       | CUSIP: N/A<br>LEI: 254900YYHRDANYFAHC43       | Long             | LON              | CORP              | US        |      159191 | PA      | $159599.99    | 0.01%             | 2028-10-05      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Clearwater Analytics LLC Term Loan B                                                        | Clearwater Analytics LLC Term Loan B                                                        | CUSIP: N/A<br>LEI: 894500N8DN2JO5ZDRQ11       | Long             | LON              | CORP              | US        |       49875 | PA      | $49796.89     | 0.00%             | 2032-04-21      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd Term Loan B                                                           | HUB International Ltd Term Loan B                                                           | CUSIP: N/A<br>LEI: 549300JQT6ATTUNS5E06       | Long             | LON              | CORP              | US        |      267804 | PA      | $268417.28    | 0.01%             | 2030-06-20      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Genesys Cloud Services Inc Term Loan B                                                      | Genesys Cloud Services Inc Term Loan B                                                      | CUSIP: N/A<br>LEI: 254900CRMBG6WX4HX396       | Long             | LON              | CORP              | US        |      335749 | PA      | $324249.44    | 0.01%             | 2032-01-30      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Nexus Buyer LLC Term Loan B                                                                 | Nexus Buyer LLC Term Loan B                                                                 | CUSIP: N/A<br>LEI: 254900PILSANV8WOOF24       | Long             | LON              | CORP              | US        |      691268 | PA      | $676868.41    | 0.03%             | 2031-07-31      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Delta Topco Inc Term Loan B                                                                 | Delta Topco Inc Term Loan B                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      359792 | PA      | $345907.59    | 0.02%             | 2029-11-30      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Boxer Parent Co Inc Term Loan B                                                             | Boxer Parent Co Inc Term Loan B                                                             | CUSIP: N/A<br>LEI: 5493006T045HLTF7YX04       | Long             | LON              | CORP              | US        |      525602 | PA      | $485524.93    | 0.02%             | 2031-07-30      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Ascend Learning LLC Term Loan B                                                             | Ascend Learning LLC Term Loan B                                                             | CUSIP: N/A<br>LEI: 549300T466HKRLVCD610       | Long             | LON              | CORP              | US        |     3312011 | PA      | $3252262.66   | 0.15%             | 2028-12-10      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Kaman Corp Term Loan B                                                                      | Kaman Corp Term Loan B                                                                      | CUSIP: N/A<br>LEI: 5493003YK076OLTEQF95       | Long             | LON              | CORP              | US        |      375175 | PA      | $376739.50    | 0.02%             | 2032-02-26      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Arsenal AIC Parent LLC Term Loan B                                                          | Arsenal AIC Parent LLC Term Loan B                                                          | CUSIP: N/A<br>LEI: 254900G9F9HA5EP57J39       | Long             | LON              | CORP              | US        |      150053 | PA      | $150427.70    | 0.01%             | 2030-08-18      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Savor Acquisition Inc Term Loan B                                                           | Savor Acquisition Inc Term Loan B                                                           | CUSIP: N/A<br>LEI: 25490051R6ZOBEBPQ519       | Long             | LON              | CORP              | US        |       54333 | PA      | $54477.84     | 0.00%             | 2032-02-19      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc Term Loan B3                                                          | Quikrete Holdings Inc Term Loan B3                                                          | CUSIP: N/A<br>LEI: 5493007KIN86DIZWZT22       | Long             | LON              | CORP              | US        |      450450 | PA      | $450621.14    | 0.02%             | 2032-02-10      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Sunrise Financing Partnership Term Loan AAA                                                 | Sunrise Financing Partnership Term Loan AAA                                                 | CUSIP: N/A<br>LEI: 213800DXWIS9KORQ3X94       | Long             | LON              | CORP              | US        |      172065 | PA      | $171999.74    | 0.01%             | 2032-02-13      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| Fortis 333 Inc Term Loan B                                                                  | Fortis 333 Inc Term Loan B                                                                  | CUSIP: N/A<br>LEI: 254900SLITS19RU1VB55       | Long             | LON              | CORP              | US        |       72314 | PA      | $71228.95     | 0.00%             | 2032-03-29      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| CNT Holdings I Corp Term Loan B                                                             | CNT Holdings I Corp Term Loan B                                                             | CUSIP: N/A<br>LEI: 254900SYIEHMSB69WT08       | Long             | LON              | CORP              | US        |      336780 | PA      | $337897.73    | 0.02%             | 2032-11-08      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| GFL ES US LLC Term Loan B                                                                   | GFL ES US LLC Term Loan B                                                                   | CUSIP: N/A<br>LEI: 254900PGDQWC19PRP053       | Long             | LON              | CORP              | US        |      272748 | PA      | $273089.12    | 0.01%             | 2032-02-04      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| WH Borrower LLC Term Loan B                                                                 | WH Borrower LLC Term Loan B                                                                 | CUSIP: N/A<br>LEI: 2549009H920CQUE3R944       | Long             | LON              | CORP              | US        |      129188 | PA      | $129209.05    | 0.01%             | 2032-02-20      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc Term Loan B1                                                          | Quikrete Holdings Inc Term Loan B1                                                          | CUSIP: N/A<br>LEI: 5493007KIN86DIZWZT22       | Long             | LON              | CORP              | US        |      101515 | PA      | $101544.83    | 0.00%             | 2031-04-14      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower LLC Term Loan B2                                           | Prime Security Services Borrower LLC Term Loan B2                                           | CUSIP: N/A<br>LEI: 549300O6QPZVWXV2DC15       | Long             | LON              | CORP              | US        |       54724 | PA      | $54091.01     | 0.00%             | 2032-03-07      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Cotiviti Inc Term Loan                                                                      | Cotiviti Inc Term Loan                                                                      | CUSIP: N/A<br>LEI: 254900YAQHVRTG4IFI64       | Long             | LON              | CORP              | US        |       52000 | PA      | $47616.89     | 0.00%             | 2032-03-26      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Apple Bidco LLC Term Loan B                                                                 | Apple Bidco LLC Term Loan B                                                                 | CUSIP: N/A<br>LEI: 2549001SCJD3WEYJFM53       | Long             | LON              | CORP              | US        |      244653 | PA      | $244807.56    | 0.01%             | 2031-09-22      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Sinclair Television Group Inc Term Loan B6                                                  | Sinclair Television Group Inc Term Loan B6                                                  | CUSIP: N/A<br>LEI: 549300CQGEN0CH65UD62       | Long             | LON              | CORP              | US        |       94361 | PA      | $85338.23     | 0.00%             | 2029-12-31      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| BCPE Empire Holdings Inc Term Loan B                                                        | BCPE Empire Holdings Inc Term Loan B                                                        | CUSIP: N/A<br>LEI: 549300O2G0VI2955B626       | Long             | LON              | CORP              | US        |      104735 | PA      | $104440.55    | 0.00%             | 2030-12-11      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Oregon Tool Lux LP Term Loan                                                                | Oregon Tool Lux LP Term Loan                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |       66000 | PA      | $66309.54     | 0.00%             | 2029-10-15      | Floating      | 9.00%                 | No            |                  2 | On Loan: No      |
| Kaseya Inc Term Loan B                                                                      | Kaseya Inc Term Loan B                                                                      | CUSIP: N/A<br>LEI: 254900MISXMLRZ63NH46       | Long             | LON              | CORP              | US        |      194515 | PA      | $176384.56    | 0.01%             | 2032-03-20      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Kaseya Inc Term Loan                                                                        | Kaseya Inc Term Loan                                                                        | CUSIP: N/A<br>LEI: 254900MISXMLRZ63NH46       | Long             | LON              | CORP              | US        |     6535000 | PA      | $5166767.05   | 0.24%             | 2033-03-20      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| TK Elevator US Newco Inc Term Loan B                                                        | TK Elevator US Newco Inc Term Loan B                                                        | CUSIP: N/A<br>LEI: 549300C2AFWPAYWS5574       | Long             | LON              | CORP              | US        |      776261 | PA      | $782517.58    | 0.04%             | 2030-04-30      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| AAdvantage Loyalty IP Ltd Term Loan B                                                       | AAdvantage Loyalty IP Ltd Term Loan B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | KY        |      183411 | PA      | $182239.45    | 0.01%             | 2028-04-20      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| New Fortress Energy Inc Term Loan B                                                         | New Fortress Energy Inc Term Loan B                                                         | CUSIP: N/A<br>LEI: 254900EICTYTCHA5X705       | Long             | LON              | CORP              | US        |      288965 | PA      | $185992.26    | 0.01%             | 2028-10-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Starlight Parent LLC Term Loan                                                              | Starlight Parent LLC Term Loan                                                              | CUSIP: N/A<br>LEI: 254900ZM34IBOK68V949       | Long             | LON              | CORP              | US        |     1327794 | PA      | $1125305.83   | 0.05%             | 2032-04-16      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc Term Loan B                                             | Clydesdale Acquisition Holdings Inc Term Loan B                                             | CUSIP: N/A<br>LEI: 254900QKSDYFR3K5YD98       | Long             | LON              | CORP              | US        |      299868 | PA      | $277348.27    | 0.01%             | 2032-03-26      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| 1261229 BC Ltd Term Loan B                                                                  | 1261229 BC Ltd Term Loan B                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |      498614 | PA      | $484777.19    | 0.02%             | 2030-09-25      | Floating      | 9.92%                 | No            |                  2 | On Loan: No      |
| EW Scripps Co/The Term Loan B2                                                              | EW Scripps Co/The Term Loan B2                                                              | CUSIP: N/A<br>LEI: 549300U1OW41QPKYW028       | Long             | LON              | CORP              | US        |       25329 | PA      | $25429.18     | 0.00%             | 2028-06-30      | Floating      | 9.52%                 | No            |                  2 | On Loan: No      |
| EW Scripps Co/The Term Loan B3                                                              | EW Scripps Co/The Term Loan B3                                                              | CUSIP: N/A<br>LEI: 549300U1OW41QPKYW028       | Long             | LON              | CORP              | US        |       46738 | PA      | $45900.00     | 0.00%             | 2029-11-30      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| Naked Juice LLC Term Loan                                                                   | Naked Juice LLC Term Loan                                                                   | CUSIP: N/A<br>LEI: 549300Y5TU1XQ1KVLJ64       | Long             | LON              | CORP              | US        |      122000 | PA      | $121361.94    | 0.01%             | 2029-01-24      | Floating      | 9.20%                 | No            |                  2 | On Loan: No      |
| Orion US Finco Inc Term Loan B                                                              | Orion US Finco Inc Term Loan B                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       76000 | PA      | $75869.28     | 0.00%             | 2032-10-10      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Invenergy Thermal Operating I LLC Term Loan B                                               | Invenergy Thermal Operating I LLC Term Loan B                                               | CUSIP: N/A<br>LEI: 549300JF5R5BXJAMZL67       | Long             | LON              | CORP              | US        |       59216 | PA      | $59660.59     | 0.00%             | 2032-05-06      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| Invenergy Thermal Operating I LLC Term Loan C                                               | Invenergy Thermal Operating I LLC Term Loan C                                               | CUSIP: N/A<br>LEI: 549300JF5R5BXJAMZL67       | Long             | LON              | CORP              | US        |        3851 | PA      | $3880.32      | 0.00%             | 2032-05-06      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| Proofpoint Inc Term Loan B                                                                  | Proofpoint Inc Term Loan B                                                                  | CUSIP: N/A<br>LEI: 529900C5FODDK0WSR085       | Long             | LON              | CORP              | US        |      772172 | PA      | $748682.44    | 0.03%             | 2028-08-31      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| Flutter Financing BV Term Loan B                                                            | Flutter Financing BV Term Loan B                                                            | CUSIP: N/A<br>LEI: 635400VFWPBIKJK6GN11       | Long             | LON              | CORP              | NL        |      342040 | PA      | $339690.20    | 0.02%             | 2032-06-04      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Asurion LLC Term Loan B13                                                                   | Asurion LLC Term Loan B13                                                                   | CUSIP: N/A<br>LEI: 549300KNQVXGIOXWK278       | Long             | LON              | CORP              | US        |      203040 | PA      | $203039.64    | 0.01%             | 2030-09-19      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Insulet Corp Term Loan B                                                                    | Insulet Corp Term Loan B                                                                    | CUSIP: N/A<br>LEI: 549300TZTYD2PYN92D43       | Long             | LON              | CORP              | US        |      126244 | PA      | $127191.33    | 0.01%             | 2031-08-01      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Colossus Acquireco LLC Term Loan B                                                          | Colossus Acquireco LLC Term Loan B                                                          | CUSIP: N/A<br>LEI: 2549009FT92RXWA46910       | Long             | LON              | CORP              | US        |      307608 | PA      | $307543.48    | 0.01%             | 2032-07-31      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Ingram Micro Inc Term Loan B2                                                               | Ingram Micro Inc Term Loan B2                                                               | CUSIP: N/A<br>LEI: 549300KJMEWPKRQZHX63       | Long             | LON              | CORP              | US        |       61424 | PA      | $61730.80     | 0.00%             | 2031-09-19      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| Hamilton Projects Acquiror LLC                                                              | Hamilton Projects Acquiror LLC                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       48915 | PA      | $49152.54     | 0.00%             | 2031-05-30      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Cinemark USA Inc Term Loan B                                                                | Cinemark USA Inc Term Loan B                                                                | CUSIP: N/A<br>LEI: 54930008H2137JSCPQ09       | Long             | LON              | CORP              | US        |      181171 | PA      | $181785.65    | 0.01%             | 2030-05-24      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Somnigroup International Inc Term Loan B                                                    | Somnigroup International Inc Term Loan B                                                    | CUSIP: N/A<br>LEI: 549300HFEKVR3US71V91       | Long             | LON              | CORP              | US        |      102894 | PA      | $103150.78    | 0.00%             | 2031-10-24      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC Term Loan B1                                                    | Beach Acquisition Bidco LLC Term Loan B1                                                    | CUSIP: N/A<br>LEI: 254900F2FNX3GBTB6202       | Long             | LON              | CORP              | US        |      224256 | PA      | $224958.17    | 0.01%             | 2032-09-12      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| Aggreko Holdings Inc Term Loan B                                                            | Aggreko Holdings Inc Term Loan B                                                            | CUSIP: N/A<br>LEI: 213800VFJ5CIN2NUQ821       | Long             | LON              | CORP              | US        |       49874 | PA      | $50023.99     | 0.00%             | 2031-05-21      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Radiology Partners Inc Term Loan B                                                          | Radiology Partners Inc Term Loan B                                                          | CUSIP: N/A<br>LEI: 549300SFTAG2177WUZ08       | Long             | LON              | CORP              | US        |      227980 | PA      | $224133.67    | 0.01%             | 2032-06-30      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| Fortress Intermediate 3 Inc Term Loan B                                                     | Fortress Intermediate 3 Inc Term Loan B                                                     | CUSIP: N/A<br>LEI: 254900NLAZ3JQJW5JP75       | Long             | LON              | CORP              | US        |      230579 | PA      | $229137.70    | 0.01%             | 2031-06-27      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Crown Finance US Inc Term Loan B                                                            | Crown Finance US Inc Term Loan B                                                            | CUSIP: N/A<br>LEI: 254900ABTWPQTCKKR839       | Long             | LON              | CORP              | US        |      325467 | PA      | $325014.67    | 0.01%             | 2031-12-02      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| CP Atlas Buyer Inc Term Loan B                                                              | CP Atlas Buyer Inc Term Loan B                                                              | CUSIP: N/A<br>LEI: 2549006ZZ07G0NDDCR36       | Long             | LON              | CORP              | US        |      134105 | PA      | $119605.29    | 0.01%             | 2030-07-08      | Floating      | 8.92%                 | No            |                  2 | On Loan: No      |
| Radiate Holdco LLC PIK TERM FIFO                                                            | Radiate Holdco LLC PIK TERM FIFO                                                            | CUSIP: N/A<br>LEI: 5493000GQJ5RDX9DNJ71       | Long             | LON              | CORP              | US        |      212103 | PA      | $192984.19    | 0.01%             | 2029-09-25      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| Spectris PLC                                                                                | Spectris PLC                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |       74812 | PA      | $74953.15     | 0.00%             | 2032-09-24      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Marcel Bidco LLC Term Loan B                                                                | Marcel Bidco LLC Term Loan B                                                                | CUSIP: N/A<br>LEI: 254900A6AL2000BPNS82       | Long             | LON              | CORP              | US        |      152104 | PA      | $150582.47    | 0.01%             | 2030-11-09      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| Aragorn Parent Corp Term Loan B                                                             | Aragorn Parent Corp Term Loan B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       92171 | PA      | $92440.35     | 0.00%             | 2028-12-15      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Froneri US Inc Term Loan B6                                                                 | Froneri US Inc Term Loan B6                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      414960 | PA      | $411760.66    | 0.02%             | 2032-07-16      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Cushman & Wakefield US Borrower LLC Term Loan B2                                            | Cushman & Wakefield US Borrower LLC Term Loan B2                                            | CUSIP: N/A<br>LEI: 549300870CMN3WI5IF97       | Long             | LON              | CORP              | US        |      140469 | PA      | $140820.17    | 0.01%             | 2030-01-31      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Creative Artists Agency LLC Term Loan B                                                     | Creative Artists Agency LLC Term Loan B                                                     | CUSIP: N/A<br>LEI: 5493008FV5TCFL3KHH96       | Long             | LON              | CORP              | US        |      212774 | PA      | $213246.10    | 0.01%             | 2031-10-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| World Wide Technology Holding Co LLC Term Loan B                                            | World Wide Technology Holding Co LLC Term Loan B                                            | CUSIP: N/A<br>LEI: 213800MTFQARCZL1PY64       | Long             | LON              | CORP              | US        |      118644 | PA      | $118545.03    | 0.01%             | 2030-03-01      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Chariot Buyer LLC Term Loan B                                                               | Chariot Buyer LLC Term Loan B                                                               | CUSIP: N/A<br>LEI: 25490092IFNOZBRVE539       | Long             | LON              | CORP              | US        |      278319 | PA      | $277767.55    | 0.01%             | 2032-09-08      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Alterra Mountain Co Term Loan B8                                                            | Alterra Mountain Co Term Loan B8                                                            | CUSIP: N/A<br>LEI: 549300C5O4FSVNUEI843       | Long             | LON              | CORP              | US        |       49875 | PA      | $49916.09     | 0.00%             | 2030-05-31      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Azalea Topco Inc Term Loan B                                                                | Azalea Topco Inc Term Loan B                                                                | CUSIP: N/A<br>LEI: 549300HC42NZULO53062       | Long             | LON              | CORP              | US        |       53816 | PA      | $53763.73     | 0.00%             | 2031-04-30      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| PointClickCare Technologies Inc Term Loan B                                                 | PointClickCare Technologies Inc Term Loan B                                                 | CUSIP: N/A<br>LEI: 5493001Z0LHHBZLVDX36       | Long             | LON              | CORP              | CA        |      123256 | PA      | $123179.20    | 0.01%             | 2031-11-03      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| USALCO LLC Term Loan B                                                                      | USALCO LLC Term Loan B                                                                      | CUSIP: N/A<br>LEI: 5493006WBYB0CYPCSG20       | Long             | LON              | CORP              | US        |       36846 | PA      | $36790.71     | 0.00%             | 2031-09-30      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| VS Buyer LLC Term Loan B                                                                    | VS Buyer LLC Term Loan B                                                                    | CUSIP: N/A<br>LEI: 254900G5QLDMHSCYJK25       | Long             | LON              | CORP              | US        |       81689 | PA      | $80566.04     | 0.00%             | 2031-04-12      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Resonetics LLC Term Loan B                                                                  | Resonetics LLC Term Loan B                                                                  | CUSIP: N/A<br>LEI: 5493007F3QX6Z23QGO95       | Long             | LON              | CORP              | US        |      139572 | PA      | $139943.24    | 0.01%             | 2031-06-18      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Signia Aerospace LLC Term Loan B                                                            | Signia Aerospace LLC Term Loan B                                                            | CUSIP: N/A<br>LEI: 254900S9ONE06XB1T251       | Long             | LON              | CORP              | US        |      148724 | PA      | $149141.47    | 0.01%             | 2031-12-11      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Alterra Mountain Co Term Loan B6                                                            | Alterra Mountain Co Term Loan B6                                                            | CUSIP: N/A<br>LEI: 549300C5O4FSVNUEI843       | Long             | LON              | CORP              | US        |      268505 | PA      | $268588.46    | 0.01%             | 2028-08-17      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Berlin Packaging LLC Term Loan B7                                                           | Berlin Packaging LLC Term Loan B7                                                           | CUSIP: N/A<br>LEI: 549300L1HNHO6QOXHH42       | Long             | LON              | CORP              | US        |      275711 | PA      | $271299.35    | 0.01%             | 2031-06-09      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| Javelin Buyer Inc Term Loan                                                                 | Javelin Buyer Inc Term Loan                                                                 | CUSIP: N/A<br>LEI: 254900GL30A9G6Z7OW50       | Long             | LON              | CORP              | US        |       57744 | PA      | $56029.65     | 0.00%             | 2031-12-05      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP Term Loan B                                                             | Medline Borrower LP Term Loan B                                                             | CUSIP: N/A<br>LEI: 254900QT3R363TVK6F09       | Long             | LON              | CORP              | US        |      251062 | PA      | $251892.71    | 0.01%             | 2028-10-23      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP Term Loan B                                                             | Medline Borrower LP Term Loan B                                                             | CUSIP: N/A<br>LEI: 254900QT3R363TVK6F09       | Long             | LON              | CORP              | US        |      204329 | PA      | $205107.50    | 0.01%             | 2030-10-23      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Entain Holdings Gibraltar Ltd                                                               | Entain Holdings Gibraltar Ltd                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | IM        |      263136 | PA      | $263301.45    | 0.01%             | 2029-10-31      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC Term Loan B                                               | Alliant Holdings Intermediate LLC Term Loan B                                               | CUSIP: N/A<br>LEI: 5493006Q26653NF8SI73       | Long             | LON              | CORP              | US        |      532127 | PA      | $531073.48    | 0.02%             | 2031-09-19      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Century DE Buyer LLC Term Loan                                                              | Century DE Buyer LLC Term Loan                                                              | CUSIP: N/A<br>LEI: 254900PQRPPYRTQIDX74       | Long             | LON              | CORP              | US        |      133921 | PA      | $131619.18    | 0.01%             | 2030-10-30      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Fiesta Purchaser Inc Term Loan B                                                            | Fiesta Purchaser Inc Term Loan B                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       63351 | PA      | $62434.16     | 0.00%             | 2031-02-12      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| PetSmart LLC Term Loan B                                                                    | PetSmart LLC Term Loan B                                                                    | CUSIP: N/A<br>LEI: 894500NGJMHSFNESGA67       | Long             | LON              | CORP              | US        |       88000 | PA      | $88275.44     | 0.00%             | 2032-08-18      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| Resideo Funding Inc Term Loan B                                                             | Resideo Funding Inc Term Loan B                                                             | CUSIP: N/A<br>LEI: 5493000IFJ6XJKH66598       | Long             | LON              | CORP              | US        |      134450 | PA      | $134506.16    | 0.01%             | 2032-08-13      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC Term Loan B                                                     | Allied Universal Holdco LLC Term Loan B                                                     | CUSIP: N/A<br>LEI: 98450038B4549046D794       | Long             | LON              | CORP              | US        |      506608 | PA      | $507839.14    | 0.02%             | 2032-08-06      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Red Planet Borrower LLC Term Loan B                                                         | Red Planet Borrower LLC Term Loan B                                                         | CUSIP: N/A<br>LEI: 254900LGTHBRY5NA0C90       | Long             | LON              | CORP              | US        |     1745625 | PA      | $1731712.37   | 0.08%             | 2032-08-09      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Nexus Buyer LLC                                                                             | Nexus Buyer LLC                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     4275000 | PA      | $4124049.75   | 0.19%             | 2032-01-30      | Floating      | 9.42%                 | No            |                  2 | On Loan: No      |
| Surgery Center Holdings Inc Term Loan                                                       | Surgery Center Holdings Inc Term Loan                                                       | CUSIP: N/A<br>LEI: 54930054EVI5HWPPW113       | Long             | LON              | CORP              | US        |      714689 | PA      | $716375.52    | 0.03%             | 2030-12-19      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Qnity Electronics Inc Term Loan B                                                           | Qnity Electronics Inc Term Loan B                                                           | CUSIP: N/A<br>LEI: 254900RSUG4J9TFFZX53       | Long             | LON              | CORP              | US        |      331488 | PA      | $332455.44    | 0.02%             | 2032-11-01      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc Term Loan B2                                                       | Cloud Software Group Inc Term Loan B2                                                       | CUSIP: N/A<br>LEI: 04EEB871XLHVNY4RZJ65       | Long             | LON              | CORP              | US        |      241610 | PA      | $223226.03    | 0.01%             | 2031-03-21      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc Term Loan B1                                                       | Cloud Software Group Inc Term Loan B1                                                       | CUSIP: N/A<br>LEI: 04EEB871XLHVNY4RZJ65       | Long             | LON              | CORP              | US        |      109547 | PA      | $101211.56    | 0.00%             | 2032-08-13      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc Term Loan M                                                                   | TransDigm Inc Term Loan M                                                                   | CUSIP: N/A<br>LEI: 88Q84GB3X55CF5OC7582       | Long             | LON              | CORP              | US        |      320602 | PA      | $321060.43    | 0.01%             | 2032-08-19      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Icon Parent Inc                                                                             | Icon Parent Inc                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      347990 | PA      | $337188.45    | 0.02%             | 2031-11-13      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| Medical Solutions LLC                                                                       | Medical Solutions LLC                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      271887 | PA      | $190320.82    | 0.01%             | 2028-11-01      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| BrewCo Borrower LLC                                                                         | BrewCo Borrower LLC                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       40675 | PA      | $16270.18     | 0.00%             | 2030-09-30      | Floating      | 10.68%                | No            |                  2 | On Loan: No      |
| BrewCo Borrower LLC                                                                         | BrewCo Borrower LLC                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      180165 | PA      | $18016.53     | 0.00%             | 2030-09-30      | Floating      | 10.67%                | No            |                  2 | On Loan: No      |
| Global Medical Response Inc Term Loan B                                                     | Global Medical Response Inc Term Loan B                                                     | CUSIP: N/A<br>LEI: 549300ZFWD4ZFCEJCQ87       | Long             | LON              | CORP              | US        |      376504 | PA      | $377799.26    | 0.02%             | 2032-10-01      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc Term Loan B4                                                          | Level 3 Financing Inc Term Loan B4                                                          | CUSIP: N/A<br>LEI: 254900AE5FEFIJOXWL19       | Long             | LON              | CORP              | US        |     1482250 | PA      | $1485422.02   | 0.07%             | 2032-03-29      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| McGraw-Hill Education Inc Term Loan B2                                                      | McGraw-Hill Education Inc Term Loan B2                                                      | CUSIP: N/A<br>LEI: 254900U6YJ9QZ4IQOR26       | Long             | LON              | CORP              | US        |       52979 | PA      | $52974.08     | 0.00%             | 2031-08-06      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Pinnacle Buyer LLC Term Loan B                                                              | Pinnacle Buyer LLC Term Loan B                                                              | CUSIP: N/A<br>LEI: 254900F51XXB8NHJPB58       | Long             | LON              | CORP              | US        |       89775 | PA      | $90135.54     | 0.00%             | 2032-10-01      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| TKO Worldwide Holdings LLC Term Loan B5                                                     | TKO Worldwide Holdings LLC Term Loan B5                                                     | CUSIP: N/A<br>LEI: 549300JEOTH7UMZ3C491       | Long             | LON              | CORP              | US        |      328922 | PA      | $329671.63    | 0.02%             | 2031-11-21      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Avalara Inc Term Loan B                                                                     | Avalara Inc Term Loan B                                                                     | CUSIP: N/A<br>LEI: 549300Q16CMW239SS315       | Long             | LON              | CORP              | US        |       58893 | PA      | $57729.75     | 0.00%             | 2032-03-26      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Cincinnati Bell Inc Term Loan B5                                                            | Cincinnati Bell Inc Term Loan B5                                                            | CUSIP: N/A<br>LEI: 549300JYVZOCUJOHL272       | Long             | LON              | CORP              | US        |      384816 | PA      | $384543.02    | 0.02%             | 2028-11-23      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| NCR Atleos Corp Term Loan B                                                                 | NCR Atleos Corp Term Loan B                                                                 | CUSIP: N/A<br>LEI: 9845005FC3S0VA714741       | Long             | LON              | CORP              | US        |       55257 | PA      | $55067.18     | 0.00%             | 2029-04-16      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| Victra Holdings LLC Term Loan B                                                             | Victra Holdings LLC Term Loan B                                                             | CUSIP: N/A<br>LEI: 549300KWDYQKQSF0MQ18       | Long             | LON              | CORP              | US        |      949581 | PA      | $942459.51    | 0.04%             | 2029-03-31      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| Weber-Stephen Products LLC Term Loan B                                                      | Weber-Stephen Products LLC Term Loan B                                                      | CUSIP: N/A<br>LEI: 549300XU8TJBBGLK8V26       | Long             | LON              | CORP              | US        |      277000 | PA      | $269512.69    | 0.01%             | 2032-10-01      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| Solstice Advanced Materials Inc Term Loan B                                                 | Solstice Advanced Materials Inc Term Loan B                                                 | CUSIP: N/A<br>LEI: 2138004GZ4H9TW6HK435       | Long             | LON              | CORP              | US        |       90000 | PA      | $90534.60     | 0.00%             | 2032-10-29      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Pegasus Bidco BV Term Loan B                                                                | Pegasus Bidco BV Term Loan B                                                                | CUSIP: N/A<br>LEI: 254900U303DPAFR7MA71       | Long             | LON              | CORP              | NL        |      138107 | PA      | $138452.32    | 0.01%             | 2029-07-12      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Varsity Brands Inc Term Loan B                                                              | Varsity Brands Inc Term Loan B                                                              | CUSIP: N/A<br>LEI: 254900PLBJA0I5NSTT38       | Long             | LON              | CORP              | US        |      205970 | PA      | $205609.52    | 0.01%             | 2031-08-26      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| AHP Health Partners Inc Term Loan B                                                         | AHP Health Partners Inc Term Loan B                                                         | CUSIP: N/A<br>LEI: 549300QMM8MQ6SM5KX05       | Long             | LON              | CORP              | US        |      140138 | PA      | $140546.76    | 0.01%             | 2032-09-20      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Green Infrastructure Partners Inc Term Loan B                                               | Green Infrastructure Partners Inc Term Loan B                                               | CUSIP: N/A<br>LEI: 549300W1V7LSCKWMX505       | Long             | LON              | CORP              | CA        |       62000 | PA      | $62077.50     | 0.00%             | 2032-09-24      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Reworld Holding Corp Term Loan B                                                            | Reworld Holding Corp Term Loan B                                                            | CUSIP: N/A<br>LEI: 40XIFLS8XDQGGHGPGC04       | Long             | LON              | CORP              | US        |       39900 | PA      | $39900.00     | 0.00%             | 2031-01-15      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Stonepeak Nile Parent LLC Term Loan B                                                       | Stonepeak Nile Parent LLC Term Loan B                                                       | CUSIP: N/A<br>LEI: 254900TJV3VAFZD0GU41       | Long             | LON              | CORP              | US        |      197505 | PA      | $198123.19    | 0.01%             | 2032-04-11      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Park River Holdings Inc Term Loan B                                                         | Park River Holdings Inc Term Loan B                                                         | CUSIP: N/A<br>LEI: 254900PGY077KWCROT75       | Long             | LON              | CORP              | US        |       64838 | PA      | $64694.21     | 0.00%             | 2031-03-15      | Floating      | 8.19%                 | No            |                  2 | On Loan: No      |
| Uniti Services LLC Term Loan B                                                              | Uniti Services LLC Term Loan B                                                              | CUSIP: N/A<br>LEI: 549300KT9GVEBYCD2N29       | Long             | LON              | CORP              | US        |      206301 | PA      | $206301.25    | 0.01%             | 2032-10-06      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| Cushman & Wakefield US Borrower LLC Term Loan B3                                            | Cushman & Wakefield US Borrower LLC Term Loan B3                                            | CUSIP: N/A<br>LEI: 549300870CMN3WI5IF97       | Long             | LON              | CORP              | US        |      166586 | PA      | $167210.35    | 0.01%             | 2030-01-31      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Madison Safety & Flow LLC Term Loan B                                                       | Madison Safety & Flow LLC Term Loan B                                                       | CUSIP: N/A<br>LEI: 5493007D2J7BBIFYBY65       | Long             | LON              | CORP              | US        |       89463 | PA      | $89559.04     | 0.00%             | 2031-09-26      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings Inc PIK Term Loan                                                       | Zayo Group Holdings Inc PIK Term Loan                                                       | CUSIP: N/A<br>LEI: 529900Z6OTS7RT0V0I47       | Long             | LON              | CORP              | US        |     1436401 | PA      | $1432809.64   | 0.07%             | 2030-03-11      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| OPENLANE Inc Term Loan B                                                                    | OPENLANE Inc Term Loan B                                                                    | CUSIP: N/A<br>LEI: 5493004HKD20LBSG7D03       | Long             | LON              | CORP              | US        |       62842 | PA      | $62999.61     | 0.00%             | 2032-10-08      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| Dayforce Bidco LLC Term Loan B                                                              | Dayforce Bidco LLC Term Loan B                                                              | CUSIP: N/A<br>LEI: 549300T64GVCHFJ8L449       | Long             | LON              | CORP              | US        |     1954750 | PA      | $1841863.19   | 0.08%             | 2033-02-04      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| NEP Group Inc Term Loan B                                                                   | NEP Group Inc Term Loan B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      172000 | PA      | $154736.36    | 0.01%             | 2031-10-17      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| Numericable US LLC                                                                          | Numericable US LLC                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      127690 | PA      | $128169.14    | 0.01%             | 2028-04-30      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| Numericable US LLC                                                                          | Numericable US LLC                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |      114514 | PA      | $114943.89    | 0.01%             | 2028-10-30      | Floating      | 8.74%                 | No            |                  2 | On Loan: No      |
| Numericable US LLC                                                                          | Numericable US LLC                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |      455362 | PA      | $463417.25    | 0.02%             | 2031-05-30      | Floating      | 10.55%                | No            |                  2 | On Loan: No      |
| Numericable US LLC                                                                          | Numericable US LLC                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |      478968 | PA      | $481362.38    | 0.02%             | 2029-05-14      | Floating      | 9.05%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC Term Loan B                                                         | Talen Energy Supply LLC Term Loan B                                                         | CUSIP: N/A<br>LEI: K5K33XN0PQAU1XF7NN66       | Long             | LON              | CORP              | US        |      125124 | PA      | $125202.83    | 0.01%             | 2032-11-25      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Opal US LLC Term Loan B4                                                                    | Opal US LLC Term Loan B4                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      398458 | PA      | $399952.62    | 0.02%             | 2032-04-28      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| Anticimex Global AB Term Loan B8                                                            | Anticimex Global AB Term Loan B8                                                            | CUSIP: N/A<br>LEI: 54930005SBU6WYFBEB41       | Long             | LON              | CORP              | SE        |      971259 | PA      | $972881.00    | 0.04%             | 2031-11-17      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| QXO Building Products Inc Term Loan B                                                       | QXO Building Products Inc Term Loan B                                                       | CUSIP: N/A<br>LEI: 549300HDXQWWCBOYXP31       | Long             | LON              | CORP              | US        |      110889 | PA      | $110893.33    | 0.01%             | 2032-04-30      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Allison Transmission Inc Term Loan B                                                        | Allison Transmission Inc Term Loan B                                                        | CUSIP: N/A<br>LEI: MWKQ3I0U1GXP2YDSZW75       | Long             | LON              | CORP              | US        |      274000 | PA      | $275443.98    | 0.01%             | 2032-11-05      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| IRB Holding Corp Term Loan B                                                                | IRB Holding Corp Term Loan B                                                                | CUSIP: N/A<br>LEI: 549300HVW4WNWYBXN830       | Long             | LON              | CORP              | US        |      317044 | PA      | $317785.63    | 0.01%             | 2030-12-15      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| PG Polaris BidCo Sarl Term Loan B                                                           | PG Polaris BidCo Sarl Term Loan B                                                           | CUSIP: N/A<br>LEI: 254900XMCCB3IEZ2A005       | Long             | LON              | CORP              | LU        |      201279 | PA      | $202096.35    | 0.01%             | 2031-03-26      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Genmab A/S Term Loan B                                                                      | Genmab A/S Term Loan B                                                                      | CUSIP: N/A<br>LEI: 529900MTJPDPE4MHJ122       | Long             | LON              | CORP              | DK        |      326088 | PA      | $327900.55    | 0.01%             | 2032-11-19      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| SCIH Salt Holdings Inc Term Loan B1                                                         | SCIH Salt Holdings Inc Term Loan B1                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       79800 | PA      | $80028.23     | 0.00%             | 2029-01-31      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| Pye-Barker Fire & Safety LLC Term Loan                                                      | Pye-Barker Fire & Safety LLC Term Loan                                                      | CUSIP: N/A<br>LEI: 254900K8RDMGUBC44870       | Long             | LON              | CORP              | US        |      308322 | PA      | $309454.04    | 0.01%             | 2032-12-09      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| PAREXEL International Corp Term Loan B                                                      | PAREXEL International Corp Term Loan B                                                      | CUSIP: N/A<br>LEI: 549300GCZVUYB6P2OA17       | Long             | LON              | CORP              | US        |      530681 | PA      | $530681.13    | 0.02%             | 2031-12-09      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| National Mentor Holdings Inc Term Loan                                                      | National Mentor Holdings Inc Term Loan                                                      | CUSIP: N/A<br>LEI: 5493004QULJVJP3CNZ62       | Long             | LON              | CORP              | US        |      134000 | PA      | $134474.36    | 0.01%             | 2030-12-05      | Floating      | 9.67%                 | No            |                  2 | On Loan: No      |
| Reworld Holding Corp Term Loan B                                                            | Reworld Holding Corp Term Loan B                                                            | CUSIP: N/A<br>LEI: 40XIFLS8XDQGGHGPGC04       | Long             | LON              | CORP              | US        |       91613 | PA      | $91612.93     | 0.00%             | 2031-01-15      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Reworld Holding Corp Term Loan C                                                            | Reworld Holding Corp Term Loan C                                                            | CUSIP: N/A<br>LEI: 40XIFLS8XDQGGHGPGC04       | Long             | LON              | CORP              | US        |       14887 | PA      | $14887.07     | 0.00%             | 2031-01-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Lumexa Imaging Inc Term Loan B                                                              | Lumexa Imaging Inc Term Loan B                                                              | CUSIP: N/A<br>LEI: 254900QCDFUYXJEFMY06       | Long             | LON              | CORP              | US        |      127998 | PA      | $128517.17    | 0.01%             | 2032-12-13      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp Term Loan B                                                              | Bausch + Lomb Corp Term Loan B                                                              | CUSIP: N/A<br>LEI: 549300NY6OZM39SO6475       | Long             | LON              | CORP              | CA        |      281970 | PA      | $283292.44    | 0.01%             | 2031-01-15      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Centuri Group Inc Term Loan B                                                               | Centuri Group Inc Term Loan B                                                               | CUSIP: N/A<br>LEI: 254900H4HY0IHK5J9N53       | Long             | LON              | CORP              | US        |      203450 | PA      | $203704.31    | 0.01%             | 2032-07-09      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Upstream Newco Inc PIK Term Loan                                                            | Upstream Newco Inc PIK Term Loan                                                            | CUSIP: N/A<br>LEI: 549300Q4K2W4R1EBTH48       | Long             | LON              | CORP              | US        |       99508 | PA      | $92185.10     | 0.00%             | 2029-11-20      | Floating      | 8.19%                 | No            |                  2 | On Loan: No      |
| CompoSecure Holdings LLC Term Loan B                                                        | CompoSecure Holdings LLC Term Loan B                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       75000 | PA      | $75125.25     | 0.00%             | 2033-01-07      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| AmWINS Group Inc Term Loan B                                                                | AmWINS Group Inc Term Loan B                                                                | CUSIP: N/A<br>LEI: 549300SJE7MUB8NMRG61       | Long             | LON              | CORP              | US        |      209972 | PA      | $209700.96    | 0.01%             | 2032-01-30      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Amneal Pharmaceuticals LLC Term Loan B                                                      | Amneal Pharmaceuticals LLC Term Loan B                                                      | CUSIP: N/A<br>LEI: 54930037VIXE7LRZ1M66       | Long             | LON              | CORP              | US        |      156600 | PA      | $157121.48    | 0.01%             | 2032-08-01      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Hopper Merger Sub Inc Term Loan B                                                           | Hopper Merger Sub Inc Term Loan B                                                           | CUSIP: N/A<br>LEI: 9845009E9B4548A5N478       | Long             | LON              | CORP              | US        |      991750 | PA      | $986176.37    | 0.05%             | 2033-04-07      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Graham Packaging Co Inc                                                                     | Graham Packaging Co Inc                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       50000 | PA      | $49900.00     | 0.00%             | 2033-01-14      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Belron Finance 2019 LLC Term Loan B                                                         | Belron Finance 2019 LLC Term Loan B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      360829 | PA      | $362333.78    | 0.02%             | 2031-10-16      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Alera Group Inc Term Loan B                                                                 | Alera Group Inc Term Loan B                                                                 | CUSIP: N/A<br>LEI: 2549003D76KZAKICNX26       | Long             | LON              | CORP              | US        |      275617 | PA      | $272314.84    | 0.01%             | 2032-05-30      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Lsf12 Helix Parent LLC Term Loan B                                                          | Lsf12 Helix Parent LLC Term Loan B                                                          | CUSIP: N/A<br>LEI: 254900H70V4IL22BHL88       | Long             | LON              | CORP              | US        |      176000 | PA      | $176022.88    | 0.01%             | 2033-01-21      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| GBT US III LLC Term Loan B2                                                                 | GBT US III LLC Term Loan B2                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      107733 | PA      | $106597.63    | 0.00%             | 2031-07-25      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Herschend Entertainment Co LLC Term Loan B                                                  | Herschend Entertainment Co LLC Term Loan B                                                  | CUSIP: N/A<br>LEI: 54930087KQ7RPDXK0716       | Long             | LON              | CORP              | US        |       64363 | PA      | $64594.32     | 0.00%             | 2032-05-27      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp Term Loan B                                                       | Garda World Security Corp Term Loan B                                                       | CUSIP: N/A<br>LEI: 549300ZF1NDXLMCHNO20       | Long             | LON              | CORP              | CA        |      249343 | PA      | $248797.35    | 0.01%             | 2029-02-01      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Dycom Industries Inc Term Loan B                                                            | Dycom Industries Inc Term Loan B                                                            | CUSIP: N/A<br>LEI: 549300F56EKTHQI3WT60       | Long             | LON              | CORP              | US        |      115500 | PA      | $116294.64    | 0.01%             | 2033-01-20      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Light & Wonder International Inc Term Loan B3                                               | Light & Wonder International Inc Term Loan B3                                               | CUSIP: N/A<br>LEI: RLTHESQ0RNFQJWPBJN60       | Long             | LON              | CORP              | US        |      115096 | PA      | $115096.02    | 0.01%             | 2029-04-16      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Cengage Learning Inc Term Loan B                                                            | Cengage Learning Inc Term Loan B                                                            | CUSIP: N/A<br>LEI: 549300BYGM0FWUSVXJ88       | Long             | LON              | CORP              | US        |      172263 | PA      | $168530.09    | 0.01%             | 2031-03-24      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| Resilience Parent LLC Term Loan B                                                           | Resilience Parent LLC Term Loan B                                                           | CUSIP: N/A<br>LEI: 254900ZT6ZFUC887FB87       | Long             | LON              | CORP              | US        |      314750 | PA      | $315379.50    | 0.01%             | 2033-01-21      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Columbus McKinnon Corp/NY Term Loan B                                                       | Columbus McKinnon Corp/NY Term Loan B                                                       | CUSIP: N/A<br>LEI: 549300W3HQB0HO1F3G69       | Long             | LON              | CORP              | US        |      173956 | PA      | $174028.85    | 0.01%             | 2033-01-21      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| Mitchell International Inc Term Loan B                                                      | Mitchell International Inc Term Loan B                                                      | CUSIP: N/A<br>LEI: 5493002RDNIGEM7SSV41       | Long             | LON              | CORP              | US        |      273120 | PA      | $265977.68    | 0.01%             | 2031-06-17      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| CSC ServiceWorks East LLC Term Loan                                                         | CSC ServiceWorks East LLC Term Loan                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      127018 | PA      | $129066.90    | 0.01%             | 2030-09-04      | Floating      | 9.10%                 | No            |                  2 | On Loan: No      |
| Freeport LNG Investments LLLP Term Loan                                                     | Freeport LNG Investments LLLP Term Loan                                                     | CUSIP: N/A<br>LEI: 549300LR5YVRZH4YPQ33       | Long             | LON              | CORP              | US        |      650000 | PA      | $650409.50    | 0.03%             | 2033-01-29      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| Ensemble RCM LLC Term Loan B                                                                | Ensemble RCM LLC Term Loan B                                                                | CUSIP: N/A<br>LEI: 254900PDXJVVI20WAQ37       | Long             | LON              | CORP              | US        |      164000 | PA      | $162719.16    | 0.01%             | 2033-01-28      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Gibraltar Industries Inc                                                                    | Gibraltar Industries Inc                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       63692 | PA      | $63692.31     | 0.00%             | 2033-01-29      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| MKS Inc Term Loan B                                                                         | MKS Inc Term Loan B                                                                         | CUSIP: N/A<br>LEI: 549300KEQATBHAGVF505       | Long             | LON              | CORP              | US        |       66250 | PA      | $66415.63     | 0.00%             | 2033-02-04      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Neptune Bidco US Inc Term Loan B                                                            | Neptune Bidco US Inc Term Loan B                                                            | CUSIP: N/A<br>LEI: 549300VG15T3VCYZ4531       | Long             | LON              | CORP              | US        |      193000 | PA      | $188802.25    | 0.01%             | 2033-02-03      | Floating      | 8.77%                 | No            |                  2 | On Loan: No      |
| United Airlines Inc Term Loan B                                                             | United Airlines Inc Term Loan B                                                             | CUSIP: N/A<br>LEI: K1OQBWM7XEOO08LDNP29       | Long             | LON              | CORP              | US        |       88745 | PA      | $88800.81     | 0.00%             | 2031-02-22      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| CSC ServiceWorks East LLC Term Loan                                                         | CSC ServiceWorks East LLC Term Loan                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      773912 | PA      | $535546.81    | 0.02%             | 2030-09-04      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| EG America LLC Term Loan B                                                                  | EG America LLC Term Loan B                                                                  | CUSIP: N/A<br>LEI: 549300BY1CRYVPEG9R57       | Long             | LON              | CORP              | US        |      124000 | PA      | $124000.00    | 0.01%             | 2031-01-30      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Dechra Finance US LLC Term Loan B                                                           | Dechra Finance US LLC Term Loan B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       64213 | PA      | $64320.49     | 0.00%             | 2032-01-27      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| BioMarin Pharmaceutical Inc Term Loan B                                                     | BioMarin Pharmaceutical Inc Term Loan B                                                     | CUSIP: N/A<br>LEI: NSLL8ITTRR0J5HEMR848       | Long             | LON              | CORP              | US        |      254750 | PA      | $255427.64    | 0.01%             | 2033-04-27      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| AI Aqua Merger Sub Inc Term Loan B                                                          | AI Aqua Merger Sub Inc Term Loan B                                                          | CUSIP: N/A<br>LEI: 5493005QMH1D47U26R45       | Long             | LON              | CORP              | US        |      422493 | PA      | $423477.58    | 0.02%             | 2028-07-31      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Johnstone Supply LLC Term Loan B                                                            | Johnstone Supply LLC Term Loan B                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      206180 | PA      | $206103.69    | 0.01%             | 2031-06-09      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Onex TSG Intermediate Corp Term Loan B                                                      | Onex TSG Intermediate Corp Term Loan B                                                      | CUSIP: N/A<br>LEI: 5493006IJC5WXT1WJK88       | Long             | LON              | CORP              | US        |       73000 | PA      | $73410.99     | 0.00%             | 2032-08-06      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| First Student Bidco Inc Term Loan B                                                         | First Student Bidco Inc Term Loan B                                                         | CUSIP: N/A<br>LEI: 2549006DRO2F06AA1391       | Long             | LON              | CORP              | US        |       32968 | PA      | $32967.73     | 0.00%             | 2030-08-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| First Student Bidco Inc Term Loan C                                                         | First Student Bidco Inc Term Loan C                                                         | CUSIP: N/A<br>LEI: 2549006DRO2F06AA1391       | Long             | LON              | CORP              | US        |        6032 | PA      | $6032.27      | 0.00%             | 2030-08-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Team Health Holdings Inc Term Loan B                                                        | Team Health Holdings Inc Term Loan B                                                        | CUSIP: N/A<br>LEI: 549300PVTQ4UDTTMQT11       | Long             | LON              | CORP              | US        |      574738 | PA      | $574829.46    | 0.03%             | 2028-06-30      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| White Cap Supply Holdings LLC Term Loan B                                                   | White Cap Supply Holdings LLC Term Loan B                                                   | CUSIP: N/A<br>LEI: 254900L2N0T6GULCL366       | Long             | LON              | CORP              | US        |      125000 | PA      | $123888.75    | 0.01%             | 2033-02-04      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Victory Buyer LLC Term Loan B                                                               | Victory Buyer LLC Term Loan B                                                               | CUSIP: N/A<br>LEI: 549300G9TEUHGC81N056       | Long             | LON              | CORP              | US        |      175000 | PA      | $175985.25    | 0.01%             | 2033-02-09      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Proampac PG Borrower LLC Term Loan B                                                        | Proampac PG Borrower LLC Term Loan B                                                        | CUSIP: N/A<br>LEI: 549300ZI6LTXYFEY1578       | Long             | LON              | CORP              | US        |      208000 | PA      | $203060.00    | 0.01%             | 2033-02-18      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc TERM N                                                                        | TransDigm Inc TERM N                                                                        | CUSIP: N/A<br>LEI: 88Q84GB3X55CF5OC7582       | Long             | LON              | CORP              | US        |      334000 | PA      | $334480.96    | 0.02%             | 2033-02-10      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Asurion LLC TERM B14                                                                        | Asurion LLC TERM B14                                                                        | CUSIP: N/A<br>LEI: 549300KNQVXGIOXWK278       | Long             | LON              | CORP              | US        |      346902 | PA      | $340976.69    | 0.02%             | 2033-02-23      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| CACI International Inc Term Loan B2                                                         | CACI International Inc Term Loan B2                                                         | CUSIP: N/A<br>LEI: SYRPI2D1O9WRTS2WX210       | Long             | LON              | CORP              | US        |      111250 | PA      | $111481.40    | 0.01%             | 2033-02-25      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| TK Elevator US Newco Inc Term Loan B                                                        | TK Elevator US Newco Inc Term Loan B                                                        | CUSIP: N/A<br>LEI: 549300C2AFWPAYWS5574       | Long             | LON              | CORP              | US        |      152250 | PA      | $153391.88    | 0.01%             | 2030-04-30      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| LSF12 Phoenix Holdco LLC Term Loan B                                                        | LSF12 Phoenix Holdco LLC Term Loan B                                                        | CUSIP: N/A<br>LEI: 254900N9CUXT70SP2Z09       | Long             | LON              | CORP              | US        |      125000 | PA      | $124583.75    | 0.01%             | 2033-03-05      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| Dexko Global Inc Term Loan                                                                  | Dexko Global Inc Term Loan                                                                  | CUSIP: N/A<br>LEI: 549300SMZ4OV1KBH1M19       | Long             | LON              | CORP              | US        |      350485 | PA      | $332084.12    | 0.02%             | 2031-10-04      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| Advantage Sales & Marketing Inc Term Loan                                                   | Advantage Sales & Marketing Inc Term Loan                                                   | CUSIP: N/A<br>LEI: 549300T4O24KQDED1182       | Long             | LON              | CORP              | US        |      223128 | PA      | $181431.98    | 0.01%             | 2030-04-19      | Floating      | 9.93%                 | No            |                  2 | On Loan: No      |
| VSE Corp Term Loan B                                                                        | VSE Corp Term Loan B                                                                        | CUSIP: N/A<br>LEI: 549300QWJYQDH4U5XI15       | Long             | LON              | CORP              | US        |       70000 | PA      | $70277.20     | 0.00%             | 2033-03-17      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| BCPE Empire Holdings Inc Term Loan B                                                        | BCPE Empire Holdings Inc Term Loan B                                                        | CUSIP: N/A<br>LEI: 549300O2G0VI2955B626       | Long             | LON              | CORP              | US        |      275000 | PA      | $274397.75    | 0.01%             | 2032-12-29      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Arcwood Environmental Inc Term Loan B                                                       | Arcwood Environmental Inc Term Loan B                                                       | CUSIP: N/A<br>LEI: 549300E3IIHNPMXFHC03       | Long             | LON              | CORP              | US        |       25000 | PA      | $25062.50     | 0.00%             | 2033-03-18      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| Select Medical Corp Term Loan B3                                                            | Select Medical Corp Term Loan B3                                                            | CUSIP: N/A<br>LEI: 549300X05KS0JKR8CB50       | Long             | LON              | CORP              | US        |      151250 | PA      | $151628.13    | 0.01%             | 2031-12-31      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Primo Brands Corp Term Loan B                                                               | Primo Brands Corp Term Loan B                                                               | CUSIP: N/A<br>LEI: 254900J0WS4AXV2LAX55       | Long             | LON              | CORP              | US        |      951250 | PA      | $956710.18    | 0.04%             | 2031-03-19      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| OAK-Eagle Acquireco Inc Term Loan B                                                         | OAK-Eagle Acquireco Inc Term Loan B                                                         | CUSIP: N/A<br>LEI: 6488ICS9P20290MA1H31       | Long             | LON              | CORP              | US        |     1943250 | PA      | $1943735.81   | 0.09%             | 2033-03-24      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Jupiter Borrower Inc                                                                        | Jupiter Borrower Inc                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      152250 | PA      | $152630.63    | 0.01%             | 2033-03-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Mister Car Wash Holdings Inc Term Loan                                                      | Mister Car Wash Holdings Inc Term Loan                                                      | CUSIP: N/A<br>LEI: 549300BARUQU0U2GQE05       | Long             | LON              | CORP              | US        |      116000 | PA      | $116435.00    | 0.01%             | 2031-03-27      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Nexstar Media Inc Term Loan B7                                                              | Nexstar Media Inc Term Loan B7                                                              | CUSIP: N/A<br>LEI: 5493006PK6I4I2OOT688       | Long             | LON              | CORP              | US        |      391250 | PA      | $390639.65    | 0.02%             | 2033-03-18      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Grifols International Services USA Inc Term Loan B                                          | Grifols International Services USA Inc Term Loan B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       69250 | PA      | $69385.73     | 0.00%             | 2033-04-01      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| Calcasieu Pass Funding LLC Term Loan B                                                      | Calcasieu Pass Funding LLC Term Loan B                                                      | CUSIP: N/A<br>LEI: 254900QL2WSD96B4YM44       | Long             | LON              | CORP              | US        |      222250 | PA      | $222770.07    | 0.01%             | 2033-04-01      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| Traverse Midstream Partners LLC Term Loan B                                                 | Traverse Midstream Partners LLC Term Loan B                                                 | CUSIP: N/A<br>LEI: 549300DHTM8B2X5QMJ22       | Long             | LON              | CORP              | US        |       65000 | PA      | $65040.95     | 0.00%             | 2033-04-21      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc Term Loan B                                                                  | NRG Energy Inc Term Loan B                                                                  | CUSIP: N/A<br>LEI: 5E2UPK5SW04M13XY7I38       | Long             | LON              | CORP              | US        |      125000 | PA      | $125437.50    | 0.01%             | 2033-04-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Amentum Holdings Inc Term Loan B                                                            | Amentum Holdings Inc Term Loan B                                                            | CUSIP: N/A<br>LEI: 2549009FJIBLW40CU216       | Long             | LON              | CORP              | US        |       87000 | PA      | $86989.56     | 0.00%             | 2031-07-29      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| GB AIT Buyer Inc                                                                            | GB AIT Buyer Inc                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       97000 | PA      | $97080.51     | 0.00%             | 2033-04-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Digicel International Finance Ltd Term Loan B                                               | Digicel International Finance Ltd Term Loan B                                               | CUSIP: N/A<br>LEI: 5493007V023VOEW4FK27       | Long             | LON              | CORP              | JM        |      203079 | PA      | $203164.46    | 0.01%             | 2032-08-06      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| Axian Telecom Holding & Management PLC                                                      | Axian Telecom Holding & Management PLC                                                      | CUSIP: M1R03SAA8<br>LEI: 984500B7DCD97EB04857 | Long             | DBT              | CORP              | AE        |      400000 | PA      | $402922.11    | 0.02%             | 2030-07-11      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Energean Israel Finance Ltd                                                                 | Energean Israel Finance Ltd                                                                 | CUSIP: M4R2A7AB4<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |     2000000 | PA      | $1914621.80   | 0.09%             | 2031-03-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ICA ICTAS Altyapi Yavuz Sultan Selim Koprusu Ve Kuzey Cevre Otoyolu Yatirim Ve Isletme A.S. | ICA ICTAS Altyapi Yavuz Sultan Selim Koprusu Ve Kuzey Cevre Otoyolu Yatirim Ve Isletme A.S. | CUSIP: M531A7AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | TR        |     3025000 | PA      | $3062998.96   | 0.14%             | 2027-10-31      | Fixed         | 7.54%                 | No            |                  2 | On Loan: No      |
| Egypt Treasury Bills                                                                        | Egypt Treasury Bills                                                                        | CUSIP: M5R189D52<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    27600000 | PA      | $479673.27    | 0.02%             | 2026-08-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Egypt Treasury Bills                                                                        | Egypt Treasury Bills                                                                        | CUSIP: M5R189D86<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    50100000 | PA      | $836961.49    | 0.04%             | 2026-10-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Egypt Treasury Bills                                                                        | Egypt Treasury Bills                                                                        | CUSIP: M5R189ZP4<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    27600000 | PA      | $475472.08    | 0.02%             | 2026-09-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Leviathan Bond Ltd                                                                          | Leviathan Bond Ltd                                                                          | CUSIP: M6746GAC0<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |     2375000 | PA      | $2383417.00   | 0.11%             | 2027-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Limak Cimento Sanayi ve Ticaret AS                                                          | Limak Cimento Sanayi ve Ticaret AS                                                          | CUSIP: M67729AB5<br>LEI: 789000EEUQIGHI88WH47 | Long             | DBT              | CORP              | TR        |     2000000 | PA      | $2017582.24   | 0.09%             | 2029-07-25      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Saudi Awwal Bank                                                                            | Saudi Awwal Bank                                                                            | CUSIP: M8T3ARAF8<br>LEI: 558600TQS0WENZUC5190 | Long             | DBT              | CORP              | SA        |     2075000 | PA      | $2066178.39   | 0.09%             | 2035-09-04      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| MLN US Holdco LLC                                                                           | MLN US Holdco LLC                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        1028 | NS      | $51.40        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| IHS Netherlands Holdco BV                                                                   | IHS Netherlands Holdco BV                                                                   | CUSIP: N44153AE9<br>LEI: 5493006Z6YQYCCN2XI74 | Long             | DBT              | CORP              | NL        |     1357764 | PA      | $1355702.67   | 0.06%             | 2027-09-18      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Veon Midco BV                                                                               | Veon Midco BV                                                                               | CUSIP: N9219HAP0<br>LEI: 213800GOFSH7EPKBRE50 | Long             | DBT              | CORP              | NL        |     2800000 | PA      | $2731019.12   | 0.12%             | 2027-11-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Yinson Bergenia Production BV                                                               | Yinson Bergenia Production BV                                                               | CUSIP: N97336AA4<br>LEI: 549300JDIAWKPMZD5256 | Long             | DBT              | CORP              | NL        |     1110038 | PA      | $1186915.37   | 0.05%             | 2045-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Bahamas Government International Bond                                                       | Bahamas Government International Bond                                                       | CUSIP: P06518AL1<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |      300000 | PA      | $333732.00    | 0.02%             | 2036-06-24      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Venezuela Government International Bond                                                     | Venezuela Government International Bond                                                     | CUSIP: P17625AA5<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     6350000 | PA      | $3175000.00   | 0.14%             | 2023-05-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Braskem Idesa SAPI                                                                          | Braskem Idesa SAPI                                                                          | CUSIP: P1850NAA9<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |     1950000 | PA      | $1366950.00   | 0.06%             | 2029-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Braskem Idesa SAPI                                                                          | Braskem Idesa SAPI                                                                          | CUSIP: P1850NAB7<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |     1000000 | PA      | $702810.00    | 0.03%             | 2032-02-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Provincia de Buenos Aires/Government Bonds                                                  | Provincia de Buenos Aires/Government Bonds                                                  | CUSIP: P1910WXV6<br>LEI: 549300L6AYROPOTQ4L07 | Long             | DBT              | NUSS              | AR        |     2445850 | PA      | $1884386.79   | 0.09%             | 2037-09-01      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                                            | Comision Federal de Electricidad                                                            | CUSIP: P30179AU2<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |      808600 | PA      | $762089.33    | 0.03%             | 2036-09-29      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Petroleos de Venezuela SA                                                                   | Petroleos de Venezuela SA                                                                   | CUSIP: P7807HAT2<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |    13052286 | PA      | $5121717.03   | 0.23%             | 2024-05-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ecuador Government International Bond                                                       | Ecuador Government International Bond                                                       | CUSIP: P8054QBC6<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     1005145 | PA      | $927246.26    | 0.04%             | 2035-07-31      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| Ecuador Government International Bond                                                       | Ecuador Government International Bond                                                       | CUSIP: P8054QBG7<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     3622500 | PA      | $3100860.00   | 0.14%             | 2030-07-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Samarco Mineracao SA                                                                        | Samarco Mineracao SA                                                                        | CUSIP: P8405QAA7<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |     1684687 | PA      | $1690189.19   | 0.08%             | 2031-06-30      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Samarco Mineracao SA Escrow Shares                                                          | Samarco Mineracao SA Escrow Shares                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | BR        |      550000 | PA      | $0.00         | 0.00%             | 2023-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Telecom Argentina SA                                                                        | Telecom Argentina SA                                                                        | CUSIP: P9028NBT7<br>LEI: 549300MKPIRSJD8SB782 | Long             | DBT              | CORP              | AR        |      575000 | PA      | $614531.25    | 0.03%             | 2031-07-18      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Transportadora de Gas del Sur SA                                                            | Transportadora de Gas del Sur SA                                                            | CUSIP: P9308RBA0<br>LEI: 5299002TRC7IFQYSW596 | Long             | DBT              | CORP              | AR        |      450000 | PA      | $476370.02    | 0.02%             | 2031-07-24      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Repurchase Agreement                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | RA               |  | US        |    11700098 | PA      | $11700097.50  | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| Riverbed Technology Inc                                                                     | Riverbed Technology Inc                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       13889 | NS      | $138.89       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Transnet/South Africa                                                                       | Transnet/South Africa                                                                       | CUSIP: S8755VFQ9<br>LEI: 378900B07CD6F01EA796 | Long             | DBT              | CORP              | ZA        |     3125000 | PA      | $3261274.78   | 0.15%             | 2028-02-06      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Total Return Swaps                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    14290000 | NC      | $310514.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Total Return Swaps                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   446925000 | NC      | $40954.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Total Return Swaps                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  1175000000 | NC      | $36147.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Total Return Swaps                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  1430000000 | NC      | $-3920.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Total Return Swaps                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   335000000 | NC      | $11486.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Total Return Swaps                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   612000000 | NC      | $6276.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Total Return Swaps                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   700000000 | NC      | $1776.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Total Return Swaps                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  2100000000 | NC      | $1756.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Total Return Swaps                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   780000000 | NC      | $-2798.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         105 | NC      | $-11135.69    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |          49 | NC      | $-121425.41   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |          45 | NC      | $117324.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bimbo Bakeries USA Inc                                                                      | Bimbo Bakeries USA Inc                                                                      | CUSIP: U0901RAB3<br>LEI: 549300HOXXHHT7926W92 | Long             | DBT              | CORP              | US        |      200000 | PA      | $206476.80    | 0.01%             | 2029-01-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Kosmos Energy Ltd                                                                           | Kosmos Energy Ltd                                                                           | CUSIP: U5007TAB1<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |     1350000 | PA      | $1325501.69   | 0.06%             | 2028-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Kosmos Energy Ltd                                                                           | Kosmos Energy Ltd                                                                           | CUSIP: U5007TAE5<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |      200000 | PA      | $184804.00    | 0.01%             | 2031-10-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Sasol Financing USA LLC                                                                     | Sasol Financing USA LLC                                                                     | CUSIP: U8035UAA0<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1482600.00   | 0.07%             | 2027-11-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |          16 | NC      | $22620.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |          37 | NC      | $-112521.71   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Africa Finance Corp                                                                         | Africa Finance Corp                                                                         | CUSIP: V0055CAA1<br>LEI: 213800LXFHRRXIJRXW97 | Long             | DBT              | CORP              | XX        |      875000 | PA      | $887951.79    | 0.04%             | N/A             | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Angolan Government International Bond                                                       | Angolan Government International Bond                                                       | CUSIP: V21735AC5<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     1630000 | PA      | $1670389.12   | 0.08%             | 2028-05-09      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Ghana Government International Bond                                                         | Ghana Government International Bond                                                         | CUSIP: V3R60FEP5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     1251450 | PA      | $1102237.63   | 0.05%             | 2030-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Zambia Government International Bond                                                        | Zambia Government International Bond                                                        | CUSIP: V7179UML0<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     3535300 | PA      | $3478508.23   | 0.16%             | 2033-06-30      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           1 | NC      | $2029.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Czechoslovak Group AS                                                                       | Czechoslovak Group AS                                                                       | CUSIP: X1761DAM4<br>LEI: 315700SWFD7G70AVG768 | Long             | DBT              | CORP              | CZ        |     1000000 | PA      | $1027435.62   | 0.05%             | 2031-01-10      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bond                                                       | Ukraine Government International Bond                                                       | CUSIP: X5S0058J3<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     1100000 | PA      | $842979.93    | 0.04%             | 2032-02-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Telecommunications co Telekom Srbija AD Belgrade                                            | Telecommunications co Telekom Srbija AD Belgrade                                            | CUSIP: X9300AAA7<br>LEI: 254900OVY0XI1DFYC092 | Long             | DBT              | CORP              | RS        |      950000 | PA      | $951231.42    | 0.04%             | 2029-10-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ipoteka-Bank ATIB                                                                           | Ipoteka-Bank ATIB                                                                           | CUSIP: Y001L5AE6<br>LEI: 213800UWVX5JSNXJS434 | Long             | DBT              | CORP              | UZ        |      825000 | PA      | $827930.16    | 0.04%             | 2030-10-09      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Uzbekneftegaz JSC                                                                           | Uzbekneftegaz JSC                                                                           | CUSIP: Y002GMAB9<br>LEI: 213800LUZJZFLJD4MJ51 | Long             | DBT              | CORP              | UZ        |      400000 | PA      | $429811.47    | 0.02%             | 2030-05-07      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| National Bank of Uzbekistan                                                                 | National Bank of Uzbekistan                                                                 | CUSIP: Y003PKAB1<br>LEI: 253400TZJ7T1YULTGN68 | Long             | DBT              | CORP              | UZ        |     2550000 | PA      | $2731561.53   | 0.12%             | 2029-07-05      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| National Bank of Uzbekistan                                                                 | National Bank of Uzbekistan                                                                 | CUSIP: Y003PKAC9<br>LEI: 253400TZJ7T1YULTGN68 | Long             | DBT              | CORP              | UZ        |      925000 | PA      | $962315.32    | 0.04%             | 2030-07-17      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Adani International Container Terminal Pvt Ltd                                              | Adani International Container Terminal Pvt Ltd                                              | CUSIP: Y0R14UAA9<br>LEI: 335800J4SLERP6S94P28 | Long             | DBT              | CORP              | IN        |     2810500 | PA      | $2597633.88   | 0.12%             | 2031-02-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Reliance Industries Ltd                                                                     | Reliance Industries Ltd                                                                     | CUSIP: Y72570AS6<br>LEI: 5493003UOETFYRONLG31 | Long             | DBT              | CORP              | IN        |      250000 | PA      | $225770.37    | 0.01%             | 2032-01-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Yinson Production Financial Services Pte Ltd                                                | Yinson Production Financial Services Pte Ltd                                                | CUSIP: Y98308AA0<br>LEI: 254900TYMSC94RS33U73 | Long             | DBT              | CORP              | SG        |     3125000 | PA      | $3284679.31   | 0.15%             | 2029-05-03      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| Energean PLC                                                                                | Energean PLC                                                                                | CUSIP: YJ6216529<br>LEI: 549300RVMKU0CYUZBB05 | Long             | DBT              | CORP              | GB        |      900000 | PA      | $1040229.20   | 0.05%             | 2031-05-12      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Egypt Treasury Bills                                                                        | Egypt Treasury Bills                                                                        | CUSIP: YO5146346<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   117400000 | PA      | $2169427.70   | 0.10%             | 2026-05-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Credit Default Swaps                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |     4400000 | OU      | $-103237.69   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Credit Default Swaps                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |     2010000 | OU      | $-46720.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Credit Default Swaps                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |     9222000 | OU      | $-208658.57   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Credit Default Swaps                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |     3240000 | OU      | $-67872.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Credit Default Swaps                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |      930000 | OU      | $-106931.65   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Credit Default Swaps                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |    10357000 | OU      | $-217022.49   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-29

**Name of Applicant:** Principal Funds, Inc

**Signature:** Megan Hoffmann

**Name of Signer:** /s/ Megan Hoffmann

**Title:** Vice President and Treasurer