# EDGAR Filing Document

**Accession Number:** 0000719269
**File Stem:** 0001410368-26-016709
**Filing Date:** 2026-2
**Character Count:** 176450
**Document Hash:** c637b7d19f9fdc4f9e1ee9af049d9909
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-016709.hdr.sgml**: 20260224

**ACCESSION NUMBER**: 0001410368-26-016709

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260224

**DATE AS OF CHANGE**: 20260224

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** MFS VARIABLE INSURANCE TRUST II
- **CENTRAL INDEX KEY:** 0000719269

**ORGANIZATION NAME:**
- **EIN:** 046540044
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03732
- **FILM NUMBER:** 26668425

**BUSINESS ADDRESS:**
- **STREET 1:** 111 HUNTINGTON AVENUE
- **STREET 2:** 21ST FLOOR
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02199
- **BUSINESS PHONE:** 16179545839

**MAIL ADDRESS:**
- **STREET 1:** 111 HUNTINGTON AVENUE
- **STREET 2:** 21ST FLOOR
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02199

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MFS SUN LIFE SERIES TRUST
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** COMPASS SERIES TRUST
- **DATE OF NAME CHANGE:** 19850325

## Series and Classes Contracts Data

### MFS Corporate Bond Portfolio (Series ID: S000002634)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000007237 | Initial Class |  |
| C000007238 | Service Class |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** MFS VARIABLE INSURANCE TRUST II

- **b. Investment Company Act file number:** 811-03732

- **c. CIK number of Registrant:** 0000719269

- **d. LEI of Registrant:** LQOFLJQP174GQBC84T87

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

  - **Street Address 1:** 111 HUNTINGTON AVENUE

  - **City:** BOSTON

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02199

  - **Telephone number:** 617-954-5000

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

- **a. Name of Series:** MFS Corporate Bond Portfolio

- **b. EDGAR series identifier (if any):** S000002634

- **c. LEI of Series:** 549300EBTH38BN20LW52

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $130074245.28

**Total Liabilities:** $190435.27

**Net Assets:** $129883810.01

**Cash Not Reported:** $84007.61

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -229.73000000 | **1-Year:** -5302.97000000 | **5-Year:** -21928.97000000 | **10-Year:** -28849.46000000 | **30-Year:** -15708.30000000

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

- **3-Month:** -58.03000000 | **1-Year:** -977.20000000 | **5-Year:** -2533.07000000 | **10-Year:** -1287.51000000 | **30-Year:** -406.16000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000007237 | 0.31%                | 0.62%                | -0.31%               |
| Class ID C000007238 | 0.42%                | 0.53%                | -0.32%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $39694.47                | $-80727.66                                 |
| Month 2  | $-45241.55               | $278316.52                                 |
| Month 3  | $29652.02                | $-816697.27                                |

**Designated Index Information**

- **Index Name:** BBG Barclays US Credit

- **Index Identifier:** LUCRTRUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AGCO CORP                                       | AGCO Corp                                                                       | CUSIP: 001084AS1<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |    236000 | PA      | $247037.75    | 0.19%             | 2034-03-21      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                         | AEP Transmission Co LLC                                                         | CUSIP: 00115AAQ2<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    216000 | PA      | $210014.23    | 0.16%             | 2053-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                         | AEP Transmission Co LLC                                                         | CUSIP: 00115AAS8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    296000 | PA      | $305287.79    | 0.24%             | 2035-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                   | AIB Group PLC                                                                   | CUSIP: 00135TAD6<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    578000 | PA      | $613815.74    | 0.47%             | 2029-09-13      | Fixed         | 6.61%                 | Yes           |                  2 | On Loan: No      |
| AIB GROUP PLC                                   | AIB Group PLC                                                                   | CUSIP: 00135TAE4<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $211070.53    | 0.16%             | 2035-03-28      | Fixed         | 5.87%                 | Yes           |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                         | Corebridge Global Funding                                                       | CUSIP: 00138CBH0<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    285000 | PA      | $286715.19    | 0.22%             | 2032-08-21      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LTD                          | APA Infrastructure Ltd                                                          | CUSIP: 00188LAB3<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |    431000 | PA      | $428148.92    | 0.33%             | 2044-09-16      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LTD                          | APA Infrastructure Ltd                                                          | CUSIP: 00205GAC1<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |    251000 | PA      | $250005.78    | 0.19%             | 2035-03-23      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                           | ARI Fleet Lease Trust 2023-A                                                    | CUSIP: 00218GAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4483 | PA      | $4485.00      | 0.00%             | 2032-02-17      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| ABBVIE INC                                      | AbbVie Inc                                                                      | CUSIP: 00287YDV8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    468000 | PA      | $462487.42    | 0.36%             | 2044-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                      | AbbVie Inc                                                                      | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    271000 | PA      | $263458.70    | 0.20%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                           | Accenture Capital Inc                                                           | CUSIP: 00440KAC7<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    285000 | PA      | $285223.50    | 0.22%             | 2031-10-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                           | Accenture Capital Inc                                                           | CUSIP: 00440KAD5<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    190000 | PA      | $187295.43    | 0.14%             | 2034-10-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ACREC 2021-FL1 Ltd.                             | ACREC 2021-FL1 Ltd                                                              | CUSIP: 00500RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    120333 | PA      | $120333.68    | 0.09%             | 2036-10-16      | Floating      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| ADANI ELECTRICITY MUMBAI                        | Adani Electricity Mumbai Ltd                                                    | CUSIP: 00654GAA1<br>LEI: 335800AIC1B5EBFVUC38 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $186286.13    | 0.14%             | 2030-02-12      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| ADANI ELECTRICITY MUMBAI                        | Adani Electricity Mumbai Ltd                                                    | CUSIP: 00654GAB9<br>LEI: 335800AIC1B5EBFVUC38 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $179842.64    | 0.14%             | 2031-07-22      | Fixed         | 3.87%                 | Yes           |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                              | Osaic Holdings Inc                                                              | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |     73000 | PA      | $76257.25     | 0.06%             | 2032-08-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| ALCON FINANCE CORP                              | Alcon Finance Corp                                                              | CUSIP: 01400EAC7<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |    230000 | PA      | $175660.50    | 0.14%             | 2049-09-23      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| ALCON FINANCE CORP                              | Alcon Finance Corp                                                              | CUSIP: 01400EAD5<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |    366000 | PA      | $340283.87    | 0.26%             | 2030-05-27      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| ALGONQUIN PWR & UTILITY                         | Algonquin Power & Utilities Corp                                                | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |    181000 | PA      | $181853.76    | 0.14%             | 2026-06-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD                        | Alimentation Couche-Tard Inc                                                    | CUSIP: 01626PAN6<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |    360000 | PA      | $268510.96    | 0.21%             | 2050-01-25      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                        | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                  | CUSIP: 01883LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    391000 | PA      | $398106.60    | 0.31%             | 2028-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| AMAZON.COM INC                                  | Amazon.com Inc                                                                  | CUSIP: 023135CH7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    381000 | PA      | $369413.29    | 0.28%             | 2032-04-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                           | American Homes 4 Rent LP                                                        | CUSIP: 02666TAF4<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    171000 | PA      | $135844.20    | 0.10%             | 2052-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                           | American Homes 4 Rent LP                                                        | CUSIP: 02666TAH0<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    167000 | PA      | $172516.56    | 0.13%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                           | American Homes 4 Rent LP                                                        | CUSIP: 02666TAJ6<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    637000 | PA      | $646093.08    | 0.50%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL                          | American International Group Inc                                                | CUSIP: 026874DS3<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    499000 | PA      | $513189.27    | 0.40%             | 2033-03-27      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL                          | American International Group Inc                                                | CUSIP: 026874DW4<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    241000 | PA      | $246991.87    | 0.19%             | 2030-05-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                             | American Tower Corp                                                             | CUSIP: 03027XAY6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    190000 | PA      | $141073.01    | 0.11%             | 2049-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                             | American Tower Corp                                                             | CUSIP: 03027XCG3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    359000 | PA      | $369468.16    | 0.28%             | 2029-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                             | American Tower Corp                                                             | CUSIP: 03027XCH1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    292000 | PA      | $303300.23    | 0.23%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN TRANSMISSION SY                        | American Transmission Systems Inc                                               | CUSIP: 030288AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    181000 | PA      | $162862.46    | 0.13%             | 2032-01-15      | Fixed         | 2.65%                 | Yes           |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                        | Angel Oak Mortgage Trust 2024-13                                                | CUSIP: 03466PAA3<br>LEI: 254900WA697298AD1C53 | Long             | ABS-MBS          | CORP              | US        |    307233 | PA      | $309231.22    | 0.24%             | 2069-12-26      | Variable      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                        | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBT4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    505000 | PA      | $434449.56    | 0.33%             | 2048-10-06      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                             | Elevance Health Inc                                                             | CUSIP: 036752BA0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    439000 | PA      | $426951.93    | 0.33%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                       | Apple Inc                                                                       | CUSIP: 037833EK2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    377000 | PA      | $234648.50    | 0.18%             | 2051-08-05      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd | Arbor Realty Commercial Real Estate Notes 2021-FL4 Ltd                          | CUSIP: 03880RAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    175000 | PA      | $175007.54    | 0.13%             | 2036-11-15      | Floating      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| ARDN 2025-ARCP Mortgage Trust                   | ARDN 2025-ARCP Mortgage Trust                                                   | CUSIP: 039961AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    486000 | PA      | $486756.02    | 0.37%             | 2035-06-15      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC                           | Arrow Electronics Inc                                                           | CUSIP: 04273WAE1<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    458000 | PA      | $477770.14    | 0.37%             | 2034-04-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                         | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAF6<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    337000 | PA      | $371027.74    | 0.29%             | 2034-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                         | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAG4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    378000 | PA      | $417657.45    | 0.32%             | 2054-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                             | Ashtead Capital Inc                                                             | CUSIP: 045054AQ6<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206352.77    | 0.16%             | 2033-05-30      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                             | Ashtead Capital Inc                                                             | CUSIP: 045054AR4<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    200000 | PA      | $211606.40    | 0.16%             | 2033-10-15      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| ASURION LLC/ASURION CO                          | Asurion LLC and Asurion Co-Issuer Inc                                           | CUSIP: 045941AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $311283.43    | 0.24%             | 2032-12-31      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                        | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAG6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    208000 | PA      | $208063.48    | 0.16%             | 2026-05-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                        | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAP6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    381000 | PA      | $368971.83    | 0.28%             | 2028-02-21      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                        | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401ABC4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    401000 | PA      | $396630.94    | 0.31%             | 2032-10-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                | BAT Capital Corp                                                                | CUSIP: 054989AA6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    389000 | PA      | $420730.48    | 0.32%             | 2030-08-02      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                         | BPCE SA                                                                         | CUSIP: 05571AAV7<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    406000 | PA      | $420318.58    | 0.32%             | 2030-01-18      | Fixed         | 5.72%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS                                     | BNP Paribas SA                                                                  | CUSIP: 05602XQR2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    339000 | PA      | $340454.99    | 0.26%             | 2033-12-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| BACARDI LTD / MARTINI BV                        | Bacardi Ltd / Bacardi-Martini BV                                                | CUSIP: 05635JAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    569000 | PA      | $575265.99    | 0.44%             | 2033-06-15      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                            | Bank of America Corp                                                            | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    452000 | PA      | $414779.67    | 0.32%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                            | Bank of America Corp                                                            | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    392000 | PA      | $393563.86    | 0.30%             | 2028-04-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                            | Bank of America Corp                                                            | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    199000 | PA      | $207573.67    | 0.16%             | 2029-09-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                            | Bank of America Corp                                                            | CUSIP: 06051GLU1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    261000 | PA      | $278527.14    | 0.21%             | 2034-09-15      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                    | Barclays PLC                                                                    | CUSIP: 06738EBV6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    451000 | PA      | $410949.90    | 0.32%             | 2032-11-24      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                        | Baxter International Inc                                                        | CUSIP: 071813DD8<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    115000 | PA      | $115880.56    | 0.09%             | 2030-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                        | Baxter International Inc                                                        | CUSIP: 071813DE6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    163000 | PA      | $164958.99    | 0.13%             | 2035-12-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Bayview Financial Revolving Mortgage Loan Trust | Bayview Financial Revolving Asset Trust 2005-E                                  | CUSIP: 073250BW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20927 | PA      | $48217.52     | 0.04%             | 2040-12-28      | Floating      | 5.44%                 | Yes           |                  2 | On Loan: No      |
| BBVA MEX BANCA GRUPO TX                         | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX    | CUSIP: 07336UAB9<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    332000 | PA      | $359170.22    | 0.28%             | 2039-01-08      | Fixed         | 8.13%                 | Yes           |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                           | Becton Dickinson & Co                                                           | CUSIP: 075887BG3<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    186000 | PA      | $164772.79    | 0.13%             | 2044-12-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                        | Benchmark 2021-B27 Mortgage Trust                                               | CUSIP: 08163HAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6815293 | PA      | $317666.25    | 0.24%             | 2054-07-15      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                        | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659BF7<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84196.73     | 0.06%             | 2053-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| GOVT OF BERMUDA                                 | Bermuda Government International Bond                                           | CUSIP: 085209AJ3<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |    783000 | PA      | $790438.50    | 0.61%             | 2032-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| BOEING CO                                       | Boeing Co/The                                                                   | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    990000 | PA      | $973758.45    | 0.75%             | 2050-05-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                       | Boeing Co/The                                                                   | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    473000 | PA      | $486012.30    | 0.37%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                       | Boeing Co/The                                                                   | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    288000 | PA      | $287451.81    | 0.22%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                         | Booz Allen Hamilton Inc                                                         | CUSIP: 09951LAD5<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    331000 | PA      | $342944.47    | 0.26%             | 2035-04-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BOSTON GAS COMPANY                              | Boston Gas Co                                                                   | CUSIP: 100743AP8<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |    540000 | PA      | $569119.26    | 0.44%             | 2035-01-10      | Fixed         | 5.84%                 | Yes           |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                            | Boston Properties LP                                                            | CUSIP: 10112RAY0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296867.09    | 0.23%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                          | BP Capital Markets America Inc                                                  | CUSIP: 10373QBS8<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    305000 | PA      | $195093.20    | 0.15%             | 2052-03-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                    | Broadcom Inc                                                                    | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    277000 | PA      | $285192.92    | 0.22%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                    | Broadcom Inc                                                                    | CUSIP: 11135FCM1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    373000 | PA      | $382163.14    | 0.29%             | 2035-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                    | Broadcom Inc                                                                    | CUSIP: 11135FCY5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    329000 | PA      | $324639.63    | 0.25%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                               | Brown & Brown Inc                                                               | CUSIP: 115236AL5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     82000 | PA      | $83855.69     | 0.06%             | 2032-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                               | Brown & Brown Inc                                                               | CUSIP: 115236AN1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    105000 | PA      | $109180.80    | 0.08%             | 2055-06-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                        | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    493000 | PA      | $463967.79    | 0.36%             | 2054-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                        | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    192000 | PA      | $188810.44    | 0.15%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                               | CBRE Services Inc                                                               | CUSIP: 12505BAG5<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    431000 | PA      | $460493.14    | 0.35%             | 2034-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                          | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAR5<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    326000 | PA      | $336266.56    | 0.26%             | 2029-01-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL NV                               | CNH Industrial NV                                                               | CUSIP: 12594KAB8<br>LEI: 549300WGC2HZ5J67V817 | Long             | DBT              | CORP              | NL        |    328000 | PA      | $326769.06    | 0.25%             | 2027-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROP LP                            | COPT Defense Properties LP                                                      | CUSIP: 12713UAA4<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    153000 | PA      | $152257.05    | 0.12%             | 2030-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                    | CaixaBank SA                                                                    | CUSIP: 12803RAC8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    610000 | PA      | $680317.96    | 0.52%             | 2034-09-13      | Fixed         | 6.84%                 | Yes           |                  2 | On Loan: No      |
| CAIXABANK SA                                    | CaixaBank SA                                                                    | CUSIP: 12803RAG9<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $207604.87    | 0.16%             | 2030-03-15      | Fixed         | 5.67%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                        | Canadian Pacific Railway Co                                                     | CUSIP: 13645RBH6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    649000 | PA      | $430551.70    | 0.33%             | 2051-12-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CARLYLE GROUP INC/THE                           | Carlyle Group Inc/The                                                           | CUSIP: 14316JAA6<br>LEI: 529900NGGVF94UK6PG95 | Long             | DBT              | CORP              | US        |    655000 | PA      | $645736.52    | 0.50%             | 2035-09-19      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                   | Carnival Corp                                                                   | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    438000 | PA      | $449511.07    | 0.35%             | 2032-08-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| CELLNEX FINANCE                                 | Cellnex Finance Co SA                                                           | CUSIP: 15118JAA3<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |    565000 | PA      | $448205.21    | 0.35%             | 2041-07-07      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                        | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    226000 | PA      | $233244.57    | 0.18%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                        | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    129000 | PA      | $123820.58    | 0.10%             | 2055-10-23      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                        | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    530000 | PA      | $436584.64    | 0.34%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                        | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $130459.87    | 0.10%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                        | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    204000 | PA      | $195592.76    | 0.15%             | 2055-12-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                        | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAV3<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    436000 | PA      | $445756.88    | 0.34%             | 2035-10-30      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| COLT Funding LLC                                | COLT 2024-6 Mortgage Loan Trust                                                 | CUSIP: 19688XAA4<br>LEI: 213800U2X2TO1PQH1O75 | Long             | ABS-MBS          | CORP              | US        |    242672 | PA      | $244022.28    | 0.19%             | 2069-11-25      | Variable      | 5.39%                 | Yes           |                  2 | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO                        | Columbia Pipelines Holding Co LLC                                               | CUSIP: 19828AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $105964.57    | 0.08%             | 2026-08-15      | Fixed         | 6.06%                 | Yes           |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPCO                         | Columbia Pipelines Operating Co LLC                                             | CUSIP: 19828TAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    257000 | PA      | $273657.29    | 0.21%             | 2053-11-15      | Fixed         | 6.54%                 | Yes           |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPCO                         | Columbia Pipelines Operating Co LLC                                             | CUSIP: 19828TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    258000 | PA      | $272552.61    | 0.21%             | 2043-08-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| COMCAST CORP                                    | Comcast Corp                                                                    | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    310000 | PA      | $181285.96    | 0.14%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                             | CommonSpirit Health                                                             | CUSIP: 20268JBC6<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    213000 | PA      | $205558.59    | 0.16%             | 2055-09-01      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                          | Commonwealth Bank of Australia                                                  | CUSIP: 202712BK0<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    631000 | PA      | $608583.22    | 0.47%             | 2034-09-12      | Fixed         | 3.61%                 | Yes           |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                          | Commonwealth Bank of Australia                                                  | CUSIP: 202712BQ7<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    280000 | PA      | $215014.76    | 0.17%             | 2041-03-11      | Fixed         | 3.31%                 | Yes           |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                        | Corebridge Financial Inc                                                        | CUSIP: 21871XAP4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    275000 | PA      | $281609.84    | 0.22%             | 2052-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                        | Corebridge Financial Inc                                                        | CUSIP: 21871XAU3<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    356000 | PA      | $365852.44    | 0.28%             | 2030-12-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROP LP                            | COPT Defense Properties LP                                                      | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    365000 | PA      | $332930.17    | 0.26%             | 2031-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROP LP                            | COPT Defense Properties LP                                                      | CUSIP: 22003BAN6<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    286000 | PA      | $267111.51    | 0.21%             | 2029-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COTY/HFC PRESTIGE/INT US                        | Coty Inc/HFC Prestige Products Inc/HFC Prestige International US LLC            | CUSIP: 222070AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    195000 | PA      | $192145.93    | 0.15%             | 2029-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| COTY/HFC PRESTIGE/INT US                        | Coty Inc/HFC Prestige Products Inc/HFC Prestige International US LLC            | CUSIP: 22207AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    161000 | PA      | $164925.82    | 0.13%             | 2030-07-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| COUSINS PROPERTIES LP                           | Cousins Properties LP                                                           | CUSIP: 222793AA9<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |    232000 | PA      | $242207.81    | 0.19%             | 2034-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                              | Credit Agricole SA                                                              | CUSIP: 22535WAH0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    488000 | PA      | $486975.87    | 0.37%             | 2027-01-26      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| CROWN CASTLE INC                                | Crown Castle Inc                                                                | CUSIP: 22822VAB7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    238000 | PA      | $237956.24    | 0.18%             | 2026-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                     | Cummins Inc                                                                     | CUSIP: 231021AX4<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    234000 | PA      | $230556.55    | 0.18%             | 2054-02-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                   | DTE Energy Co                                                                   | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    373000 | PA      | $377912.22    | 0.29%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DANAHER CORP                                    | Danaher Corp                                                                    | CUSIP: 235851AV4<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |    518000 | PA      | $316155.94    | 0.24%             | 2050-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                 | Danske Bank A/S                                                                 | CUSIP: 23636ABH3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    499000 | PA      | $518461.51    | 0.40%             | 2030-03-01      | Fixed         | 5.71%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CT4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    283000 | PA      | $310923.21    | 0.24%             | 2034-02-10      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CV9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    362000 | PA      | $367681.31    | 0.28%             | 2028-02-08      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    213000 | PA      | $215153.35    | 0.17%             | 2031-08-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                | Deutsche Bank AG/New York NY                                                    | CUSIP: 25160PAQ0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    436000 | PA      | $444925.28    | 0.34%             | 2029-01-10      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| DICK'S SPORTING GOODS                           | Dick's Sporting Goods Inc                                                       | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |    365000 | PA      | $266690.22    | 0.21%             | 2052-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                         | Walt Disney Co/The                                                              | CUSIP: 254687EV4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     72000 | PA      | $65684.97     | 0.05%             | 2044-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                         | Walt Disney Co/The                                                              | CUSIP: 254687FY7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    442000 | PA      | $370040.33    | 0.28%             | 2040-05-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                         | Walt Disney Co/The                                                              | CUSIP: 254687FZ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    430000 | PA      | $319390.45    | 0.25%             | 2051-01-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                           | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBA1<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    460000 | PA      | $431371.05    | 0.33%             | 2030-02-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                         | Duke Energy Florida LLC                                                         | CUSIP: 26444HAA9<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    158000 | PA      | $115255.38    | 0.09%             | 2046-10-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                         | Duke Energy Florida LLC                                                         | CUSIP: 26444HAR2<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    272000 | PA      | $291008.95    | 0.22%             | 2053-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Elm CLO Ltd                                     | ELM Trust 2024-ELM                                                              | CUSIP: 26860XAU5<br>LEI: 254900IIXJ23M1M8Y987 | Long             | ABS-MBS          | CORP              | US        |    345127 | PA      | $346939.09    | 0.27%             | 2039-06-10      | Variable      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Elm CLO Ltd                                     | ELM Trust 2024-ELM                                                              | CUSIP: 26860XBE0<br>LEI: 254900IIXJ23M1M8Y987 | Long             | ABS-MBS          | CORP              | US        |    151693 | PA      | $152012.63    | 0.12%             | 2039-06-10      | Variable      | 6.63%                 | Yes           |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                        | Eagle Funding Luxco Sarl                                                        | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |    561000 | PA      | $571428.99    | 0.44%             | 2030-08-17      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| EASTERN ENERGY GAS                              | Eastern Energy Gas Holdings LLC                                                 | CUSIP: 27636AAA0<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |    542000 | PA      | $524293.62    | 0.40%             | 2054-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                        | Element Fleet Management Corp                                                   | CUSIP: 286181AK8<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    564000 | PA      | $594824.56    | 0.46%             | 2028-12-04      | Fixed         | 6.32%                 | Yes           |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                        | Element Fleet Management Corp                                                   | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    326000 | PA      | $333176.85    | 0.26%             | 2030-03-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                              | Energy Transfer LP                                                              | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    194000 | PA      | $198646.88    | 0.15%             | 2030-05-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                              | Energy Transfer LP                                                              | CUSIP: 29273VBG4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    328000 | PA      | $326914.70    | 0.25%             | 2056-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                            | Enel Finance International NV                                                   | CUSIP: 29278GAW8<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $402738.17    | 0.31%             | 2027-06-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                            | Enel Finance International NV                                                   | CUSIP: 29278GBB3<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    296000 | PA      | $359548.19    | 0.28%             | 2052-10-14      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                               | Eversource Energy                                                               | CUSIP: 30040WAX6<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    373000 | PA      | $383365.10    | 0.30%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                               | Eversource Energy                                                               | CUSIP: 30040WBB3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    185000 | PA      | $183963.99    | 0.14%             | 2030-12-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| FORTESCUE TREASURY PTY L                        | Fortescue Treasury Pty Ltd                                                      | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    313000 | PA      | $302709.79    | 0.23%             | 2031-04-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                          | Fairfax Financial Holdings Ltd                                                  | CUSIP: 303901BJ0<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    345000 | PA      | $325658.51    | 0.25%             | 2031-03-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                          | Fairfax Financial Holdings Ltd                                                  | CUSIP: 303901BL5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    189000 | PA      | $197166.46    | 0.15%             | 2032-08-16      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                          | Fairfax Financial Holdings Ltd                                                  | CUSIP: 303901BR2<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    349000 | PA      | $361475.34    | 0.28%             | 2054-03-22      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                          | Fairfax Financial Holdings Ltd                                                  | CUSIP: 303901BY7<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    223000 | PA      | $235669.82    | 0.18%             | 2055-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FERGUSON ENTERPRISES INC                        | Ferguson Enterprises Inc                                                        | CUSIP: 31488VAA5<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |    494000 | PA      | $498264.12    | 0.38%             | 2034-10-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                      | Fiserv Inc                                                                      | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    315000 | PA      | $247153.38    | 0.19%             | 2049-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                | FirstEnergy Corp                                                                | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    262000 | PA      | $260954.71    | 0.20%             | 2027-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                | FirstEnergy Corp                                                                | CUSIP: 337932AM9<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    533000 | PA      | $367621.65    | 0.28%             | 2050-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                        | Florida Power & Light Co                                                        | CUSIP: 341081FQ5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    287000 | PA      | $229319.69    | 0.18%             | 2048-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                        | Florida Power & Light Co                                                        | CUSIP: 341081GG6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    204000 | PA      | $184089.38    | 0.14%             | 2032-02-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| FLOWERS FOODS INC                               | Flowers Foods Inc                                                               | CUSIP: 343498AD3<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |    366000 | PA      | $366931.66    | 0.28%             | 2035-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FLOWERS FOODS INC                               | Flowers Foods Inc                                                               | CUSIP: 343498AE1<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |    107000 | PA      | $100429.93    | 0.08%             | 2055-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                            | Flutter Treasury DAC                                                            | CUSIP: 344045AA7<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    418000 | PA      | $431503.49    | 0.33%             | 2029-04-29      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                            | Flutter Treasury DAC                                                            | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    482000 | PA      | $488699.80    | 0.38%             | 2031-06-04      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                        | Ford Motor Credit Co LLC                                                        | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    260000 | PA      | $260943.96    | 0.20%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                        | Ford Motor Credit Co LLC                                                        | CUSIP: 345397D83<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    263000 | PA      | $266275.78    | 0.21%             | 2027-03-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                        | Ford Motor Credit Co LLC                                                        | CUSIP: 345397E58<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    295000 | PA      | $301414.77    | 0.23%             | 2029-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                        | Ford Motor Credit Co LLC                                                        | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    260000 | PA      | $260401.30    | 0.20%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS                         | FTAI Aviation Investors LLC                                                     | CUSIP: 34960PAF8<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    307000 | PA      | $323298.02    | 0.25%             | 2031-05-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                           | GFL Environmental Inc                                                           | CUSIP: 36168QAM6<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |    222000 | PA      | $218301.92    | 0.17%             | 2028-09-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| HALEON US CAPITAL LLC                           | Haleon US Capital LLC                                                           | CUSIP: 36264FAM3<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    378000 | PA      | $359588.51    | 0.28%             | 2032-03-24      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                          | Galaxy Pipeline Assets Bidco Ltd                                                | CUSIP: 36321PAA8<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |    222878 | PA      | $217327.27    | 0.17%             | 2027-09-30      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| GEORGIA POWER CO                                | Georgia Power Co                                                                | CUSIP: 373334KQ3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    139000 | PA      | $140891.47    | 0.11%             | 2032-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                | Georgia Power Co                                                                | CUSIP: 373334KR1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    362000 | PA      | $337683.78    | 0.26%             | 2052-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                | Georgia Power Co                                                                | CUSIP: 373334KT7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    130000 | PA      | $132542.76    | 0.10%             | 2033-05-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp        | GOLDEN ST TOBACCO SECURITIZATION CORP CA TOBACCO SETTLEMENT                     | CUSIP: 38122NB50<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    225000 | PA      | $200062.35    | 0.15%             | 2034-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                         | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    282000 | PA      | $285847.56    | 0.22%             | 2030-10-23      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                         | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    389000 | PA      | $391082.45    | 0.30%             | 2035-10-23      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| HCA INC                                         | HCA Inc                                                                         | CUSIP: 404119DF3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    362000 | PA      | $357050.02    | 0.27%             | 2035-11-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HCA INC                                         | HCA Inc                                                                         | CUSIP: 404119DH9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    243000 | PA      | $231562.65    | 0.18%             | 2055-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                               | HSBC Holdings PLC                                                               | CUSIP: 404280CY3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    908000 | PA      | $824780.78    | 0.64%             | 2032-11-22      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                               | HSBC Holdings PLC                                                               | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    350000 | PA      | $358695.70    | 0.28%             | 2031-03-03      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                             | Highwoods Realty LP                                                             | CUSIP: 431282AV4<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |    526000 | PA      | $525605.71    | 0.40%             | 2033-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                  | Home Depot Inc/The                                                              | CUSIP: 437076BS0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     83000 | PA      | $65999.85     | 0.05%             | 2047-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                  | Home Depot Inc/The                                                              | CUSIP: 437076CC4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    416000 | PA      | $339705.82    | 0.26%             | 2040-04-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                  | Home Depot Inc/The                                                              | CUSIP: 437076DD1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    137000 | PA      | $141663.93    | 0.11%             | 2031-06-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                      | Humana Inc                                                                      | CUSIP: 444859BE1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    232000 | PA      | $204742.67    | 0.16%             | 2044-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                      | Humana Inc                                                                      | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    265000 | PA      | $273979.45    | 0.21%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                      | Humana Inc                                                                      | CUSIP: 444859CD2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    266000 | PA      | $271572.84    | 0.21%             | 2035-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                        | Huntington Ingalls Industries Inc                                               | CUSIP: 446413BB1<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    131000 | PA      | $138520.87    | 0.11%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                         | Hyundai Capital America                                                         | CUSIP: 44891AEA1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    178000 | PA      | $178016.25    | 0.14%             | 2030-09-18      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| IAMGOLD CORP                                    | IAMGOLD Corp                                                                    | CUSIP: 450913AF5<br>LEI: 254900E7II30XAB9LA72 | Long             | DBT              | CORP              | CA        |    437000 | PA      | $434576.75    | 0.33%             | 2028-10-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DAC                        | Icon Investments Six DAC                                                        | CUSIP: 45115AAA2<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    360000 | PA      | $367324.68    | 0.28%             | 2027-05-08      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DAC                        | Icon Investments Six DAC                                                        | CUSIP: 45115AAB0<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    315000 | PA      | $328740.17    | 0.25%             | 2029-05-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                         | Imperial Brands Finance PLC                                                     | CUSIP: 45262BAG8<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    325000 | PA      | $336667.77    | 0.26%             | 2030-02-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| INTEL CORP                                      | Intel Corp                                                                      | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    231000 | PA      | $215051.17    | 0.17%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                        | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                      | CUSIP: 46590XAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    417000 | PA      | $395988.48    | 0.30%             | 2031-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                        | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                      | CUSIP: 46590XAU0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    170000 | PA      | $159081.30    | 0.12%             | 2032-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                        | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                      | CUSIP: 46590XAX4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    179000 | PA      | $184536.47    | 0.14%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                        | JH North America Holdings Inc                                                   | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |    255000 | PA      | $260284.88    | 0.20%             | 2031-01-31      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                        | JH North America Holdings Inc                                                   | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |    233000 | PA      | $239187.78    | 0.18%             | 2032-07-31      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                             | JPMorgan Chase & Co                                                             | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1166000 | PA      | $1052194.75   | 0.81%             | 2032-11-08      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                             | JPMorgan Chase & Co                                                             | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    512000 | PA      | $514083.37    | 0.40%             | 2028-04-26      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                             | JPMorgan Chase & Co                                                             | CUSIP: 46647PDW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    624000 | PA      | $633810.57    | 0.49%             | 2027-10-22      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                             | JPMorgan Chase & Co                                                             | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    246000 | PA      | $254959.03    | 0.20%             | 2035-01-23      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                             | JPMorgan Chase & Co                                                             | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    298000 | PA      | $310881.71    | 0.24%             | 2030-04-22      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                             | JPMorgan Chase & Co                                                             | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    593000 | PA      | $598845.88    | 0.46%             | 2035-10-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                         | Jane Street Group / JSG Finance Inc                                             | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    546000 | PA      | $555587.76    | 0.43%             | 2032-11-01      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                         | Jane Street Group / JSG Finance Inc                                             | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    112000 | PA      | $116905.19    | 0.09%             | 2033-05-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| JAPAN TOBACCO INC                               | Japan Tobacco Inc                                                               | CUSIP: 471105AD8<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |    442000 | PA      | $458593.78    | 0.35%             | 2030-06-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                         | Jersey Central Power & Light Co                                                 | CUSIP: 476556DD4<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    645000 | PA      | $579381.97    | 0.45%             | 2032-03-01      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| KREF 2021-FL2 Ltd                               | KREF 2021-FL2 Ltd                                                               | CUSIP: 48275RAA5<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | KY        |    107389 | PA      | $107343.87    | 0.08%             | 2039-02-15      | Floating      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| KREF 2021-FL2 Ltd                               | KREF 2021-FL2 Ltd                                                               | CUSIP: 48275RAC1<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | KY        |    316500 | PA      | $315811.61    | 0.24%             | 2039-02-15      | Floating      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                            | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAZ9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     75000 | PA      | $64526.16     | 0.05%             | 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        |    419000 | PA      | $391992.30    | 0.30%             | 2050-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                       | Kroger Co/The                                                                   | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    272000 | PA      | $259025.90    | 0.20%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| L'OREAL SA                                      | L'Oreal SA                                                                      | CUSIP: 502117AA2<br>LEI: 529900JI1GG6F7RKVI53 | Long             | DBT              | CORP              | FR        |    297000 | PA      | $303576.29    | 0.23%             | 2035-05-20      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                | LPL Holdings Inc                                                                | CUSIP: 50212YAC8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    323000 | PA      | $322989.41    | 0.25%             | 2027-11-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                | LPL Holdings Inc                                                                | CUSIP: 50212YAF1<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    530000 | PA      | $515356.12    | 0.40%             | 2031-05-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                | LPL Holdings Inc                                                                | CUSIP: 50212YAM6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    466000 | PA      | $477650.37    | 0.37%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                            | Las Vegas Sands Corp                                                            | CUSIP: 517834AJ6<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    198000 | PA      | $201948.92    | 0.16%             | 2027-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                            | Las Vegas Sands Corp                                                            | CUSIP: 517834AL1<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    289000 | PA      | $303741.55    | 0.23%             | 2034-08-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| LXP INDUSTRIAL TRUST                            | LXP Industrial Trust                                                            | CUSIP: 529537AA0<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |    423000 | PA      | $369770.16    | 0.28%             | 2031-10-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                  | Eli Lilly & Co                                                                  | CUSIP: 532457CY2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    181000 | PA      | $181154.46    | 0.14%             | 2055-02-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                           | Lincoln National Corp                                                           | CUSIP: 534187BT5<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    305000 | PA      | $319707.64    | 0.25%             | 2034-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                            | M&T Bank Corp                                                                   | CUSIP: 55261FAR5<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    267000 | PA      | $268700.67    | 0.21%             | 2034-01-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                            | M&T Bank Corp                                                                   | CUSIP: 55261FAS3<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    153000 | PA      | $165991.91    | 0.13%             | 2029-10-30      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| MANUF & TRADERS TRUST CO                        | Manufacturers & Traders Trust Co                                                | CUSIP: 55279HAW0<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    265000 | PA      | $268492.68    | 0.21%             | 2028-01-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust     | MF1 2022-FL8 Ltd                                                                | CUSIP: 55284JAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    322613 | PA      | $322611.19    | 0.25%             | 2037-02-19      | Floating      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| MFS Institutional Money Market Portfolio        | MFS Institutional Money Market Portfolio                                        | CUSIP: 55291X109<br>LEI: 5L2W638H85N8T1136O07 | Long             | EC               | RF                | US        |   1757074 | NS      | $1757425.04   | 1.35%             |  |  |  | No            |                  1 | On Loan: No      |
| MACQUARIE BANK LTD                              | Macquarie Bank Ltd                                                              | CUSIP: 556079AG6<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |    399000 | PA      | $404411.26    | 0.31%             | 2036-08-13      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                        | Macquarie Airfinance Holdings Ltd                                               | CUSIP: 55609NAD0<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    237000 | PA      | $253465.31    | 0.20%             | 2031-03-26      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                        | Macquarie Airfinance Holdings Ltd                                               | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    132000 | PA      | $133811.01    | 0.10%             | 2030-03-17      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                         | Marathon Petroleum Corp                                                         | CUSIP: 56585ABL5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    373000 | PA      | $383830.91    | 0.30%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MARIN GENERAL HOSPITAL                          | Marin General Hospital                                                          | CUSIP: 568039AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    272000 | PA      | $295986.65    | 0.23%             | 2045-08-01      | Fixed         | 7.24%                 | No            |                  2 | On Loan: No      |
| MARS INC                                        | Mars Inc                                                                        | CUSIP: 571676AF2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    307000 | PA      | $242168.48    | 0.19%             | 2049-04-01      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| MARS INC                                        | Mars Inc                                                                        | CUSIP: 571676AT2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    123000 | PA      | $124527.87    | 0.10%             | 2028-04-20      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| MARS INC                                        | Mars Inc                                                                        | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    587000 | PA      | $605046.86    | 0.47%             | 2032-03-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| MARS INC                                        | Mars Inc                                                                        | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    102000 | PA      | $104838.62    | 0.08%             | 2035-03-01      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| MARS INC                                        | Mars Inc                                                                        | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    415000 | PA      | $413393.22    | 0.32%             | 2055-05-01      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                        | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748CB6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    506000 | PA      | $519030.11    | 0.40%             | 2031-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                        | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748CD2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    365000 | PA      | $351422.58    | 0.27%             | 2055-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                          | Marriott International Inc/MD                                                   | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    213000 | PA      | $197468.93    | 0.15%             | 2031-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Massachusetts Educational Financing Authority   | MASSACHUSETTS ST EDUCTNL FING AUTH                                              | CUSIP: 57563RTX7<br>LEI: 5493007K5OP7V6CL0Y88 | Long             | DBT              | MUN               | US        |    290000 | PA      | $299958.48    | 0.23%             | 2049-07-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                  | Mastercard Inc                                                                  | CUSIP: 57636QBC7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    265000 | PA      | $264955.24    | 0.20%             | 2035-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                      | Mattel Inc                                                                      | CUSIP: 577081BF8<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    216000 | PA      | $210527.96    | 0.16%             | 2029-04-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| MAXAM PRILL SARL                                | Maxam Prill Sarl                                                                | CUSIP: 57779MAA8<br>LEI: 984500C4C5B820A6B691 | Long             | DBT              | CORP              | LU        |    691000 | PA      | $715044.73    | 0.55%             | 2030-07-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust     | MF1 2024-FL15                                                                   | CUSIP: 58003MAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    453000 | PA      | $454100.79    | 0.35%             | 2041-08-18      | Floating      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| MERCK & CO INC                                  | Merck & Co Inc                                                                  | CUSIP: 58933YBZ7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    471000 | PA      | $469239.47    | 0.36%             | 2035-12-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                  | Microsoft Corp                                                                  | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    124000 | PA      | $75708.09     | 0.06%             | 2050-06-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                  | Microsoft Corp                                                                  | CUSIP: 594918CW2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    487000 | PA      | $294984.13    | 0.23%             | 2050-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                           | MidAmerican Energy Co                                                           | CUSIP: 595620AY1<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    470000 | PA      | $483491.76    | 0.37%             | 2054-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                        | Berkshire Hathaway Energy Co                                                    | CUSIP: 59562VBD8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    120000 | PA      | $115216.16    | 0.09%             | 2043-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                          | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BZ6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    423000 | PA      | $415178.87    | 0.32%             | 2027-10-13      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                          | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822DK7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $206121.44    | 0.16%             | 2031-04-24      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                          | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822DQ4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    463000 | PA      | $470411.99    | 0.36%             | 2036-09-12      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                  | Morgan Stanley                                                                  | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    277000 | PA      | $278534.61    | 0.21%             | 2030-01-23      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                  | Morgan Stanley                                                                  | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145743.67    | 0.11%             | 2031-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                  | Morgan Stanley                                                                  | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    235000 | PA      | $242508.02    | 0.19%             | 2029-07-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                  | Morgan Stanley                                                                  | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    339000 | PA      | $352667.23    | 0.27%             | 2034-07-21      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust  | Morgan Stanley Residential Mortgage Loan Trust 2024-NQM3                        | CUSIP: 61776UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    116890 | PA      | $116808.99    | 0.09%             | 2069-07-25      | Variable      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust  | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM3                        | CUSIP: 61778LAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    116725 | PA      | $117544.36    | 0.09%             | 2070-05-25      | Variable      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| NBN CO LTD                                      | NBN Co Ltd                                                                      | CUSIP: 62878U2F8<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |    499000 | PA      | $520608.74    | 0.40%             | 2028-10-06      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                          | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAL2<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | N/A       |    183000 | PA      | $133514.48    | 0.10%             | 2042-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                          | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HBB3<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | N/A       |    108000 | PA      | $109709.72    | 0.08%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                          | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HBH0<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | N/A       |    625000 | PA      | $634234.76    | 0.49%             | 2035-08-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                | NTT Finance Corp                                                                | CUSIP: 62954WAU9<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    463000 | PA      | $475053.54    | 0.37%             | 2032-07-16      | Fixed         | 5.17%                 | Yes           |                  2 | On Loan: No      |
| NTT FINANCE CORP                                | NTT Finance Corp                                                                | CUSIP: 62954WAV7<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $207087.63    | 0.16%             | 2035-07-16      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                         | National Australia Bank Ltd                                                     | CUSIP: 632525BB6<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    673000 | PA      | $615176.61    | 0.47%             | 2037-01-12      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| New Hampshire Business Finance Authority        | NATIONAL FIN AUTH NH UTL REV                                                    | CUSIP: 63610HAA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    285000 | PA      | $301163.75    | 0.23%             | 2034-04-01      | Fixed         | 6.89%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                    | NNN REIT Inc                                                                    | CUSIP: 637417AS5<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    303000 | PA      | $316473.95    | 0.24%             | 2033-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                         | Nationwide Building Society                                                     | CUSIP: 63861VAP2<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    461000 | PA      | $461172.87    | 0.36%             | 2030-09-30      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                          | XPLR Infrastructure Operating Partners LP                                       | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    118000 | PA      | $120904.10    | 0.09%             | 2029-01-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| NORDEA BANK ABP                                 | Nordea Bank Abp                                                                 | CUSIP: 65559CAE1<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    721000 | PA      | $708403.15    | 0.55%             | 2026-09-30      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| NORTHERN STAR RESOU                             | Northern Star Resources Ltd                                                     | CUSIP: 66573RAA6<br>LEI: 254900XFXCRYYZAX6M78 | Long             | DBT              | CORP              | AU        |    496000 | PA      | $525033.16    | 0.40%             | 2033-04-11      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                        | Northern States Power Co/MN                                                     | CUSIP: 665772CZ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    474000 | PA      | $482955.33    | 0.37%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL LIFE                        | Northwestern Mutual Life Insurance Co/The                                       | CUSIP: 668138AF7<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |    592000 | PA      | $628294.38    | 0.48%             | 2055-05-29      | Fixed         | 6.17%                 | Yes           |                  2 | On Loan: No      |
| NOVELIS CORP                                    | Novelis Corp                                                                    | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    230000 | PA      | $222180.10    | 0.17%             | 2030-01-30      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| NVENT FINANCE SARL                              | nVent Finance Sarl                                                              | CUSIP: 67078AAF0<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |    165000 | PA      | $172070.35    | 0.13%             | 2033-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                        | OBX 2024-NQM3 Trust                                                             | CUSIP: 67118KAA1<br>LEI: 2549001QDCO9VU0HH514 | Long             | ABS-MBS          | CORP              | US        |    109476 | PA      | $110545.59    | 0.09%             | 2063-12-25      | Variable      | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                        | OBX 2024-NQM1 Trust                                                             | CUSIP: 67448LAA0<br>LEI: 254900UI1468MQ7I8472 | Long             | ABS-MBS          | CORP              | US        |     86953 | PA      | $87504.54     | 0.07%             | 2063-11-25      | Variable      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                        | OBX 2024-NQM15 Trust                                                            | CUSIP: 67449DAA7<br>LEI: 254900YXEB756F6RCA13 | Long             | ABS-MBS          | CORP              | US        |     72558 | PA      | $72979.34     | 0.06%             | 2064-10-25      | Variable      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                        | Occidental Petroleum Corp                                                       | CUSIP: 674599CJ2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    531000 | PA      | $419396.54    | 0.32%             | 2046-04-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                        | Occidental Petroleum Corp                                                       | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    245000 | PA      | $258947.12    | 0.20%             | 2031-01-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                         | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JCZ5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    312000 | PA      | $321661.00    | 0.25%             | 2035-04-01      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| CADILLAC FAIRVIEW PRP TR                        | Ontario Teachers' Cadillac Fairview Properties Trust                            | CUSIP: 68327LAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    499000 | PA      | $447492.42    | 0.34%             | 2031-10-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| ORACLE CORP                                     | Oracle Corp                                                                     | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    122000 | PA      | $84569.26     | 0.07%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                     | Oracle Corp                                                                     | CUSIP: 68389XCQ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    248000 | PA      | $205810.12    | 0.16%             | 2053-02-06      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                     | Oracle Corp                                                                     | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    237000 | PA      | $228805.02    | 0.18%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                     | Oracle Corp                                                                     | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    264000 | PA      | $252933.32    | 0.19%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                          | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BV6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202585.33    | 0.16%             | 2028-01-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                          | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    266000 | PA      | $280398.25    | 0.22%             | 2035-01-22      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                          | PNC Financial Services Group Inc/The                                            | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    302000 | PA      | $314871.45    | 0.24%             | 2036-01-29      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                          | PPL Electric Utilities Corp                                                     | CUSIP: 69351UBC6<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    367000 | PA      | $370880.12    | 0.29%             | 2034-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PSEG POWER LLC                                  | PSEG Power LLC                                                                  | CUSIP: 69362BBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    383000 | PA      | $391705.09    | 0.30%             | 2030-05-15      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| PSEG POWER LLC                                  | PSEG Power LLC                                                                  | CUSIP: 69362BBE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    301000 | PA      | $312397.93    | 0.24%             | 2035-05-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                          | Pacific Gas and Electric Co                                                     | CUSIP: 694308HR1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    264000 | PA      | $197736.88    | 0.15%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                          | Pacific Gas and Electric Co                                                     | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    302000 | PA      | $271788.13    | 0.21%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                          | Pacific Gas and Electric Co                                                     | CUSIP: 694308KF3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    192000 | PA      | $195193.62    | 0.15%             | 2027-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE INSURANCE C                        | Pacific Life Insurance Co                                                       | CUSIP: 69448FAB7<br>LEI: 8WC3XYHE06SQFW7CQK10 | Long             | DBT              | CORP              | US        |    506000 | PA      | $507084.04    | 0.39%             | 2055-09-15      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER                           | Panther Escrow Issuer LLC                                                       | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    131000 | PA      | $135748.49    | 0.10%             | 2031-06-01      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| PAYCHEX INC                                     | Paychex Inc                                                                     | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    165000 | PA      | $169869.88    | 0.13%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                     | Paychex Inc                                                                     | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    356000 | PA      | $368668.84    | 0.28%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                         | Pfizer Investment Enterprises Pte Ltd                                           | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    285000 | PA      | $269859.76    | 0.21%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                      | Pfizer Inc                                                                      | CUSIP: 717081EZ2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    188000 | PA      | $138011.56    | 0.11%             | 2040-05-28      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCE                        | Pioneer Natural Resources Co                                                    | CUSIP: 723787AQ0<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |     94000 | PA      | $85135.06     | 0.07%             | 2030-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCE                        | Pioneer Natural Resources Co                                                    | CUSIP: 723787AR8<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    592000 | PA      | $536909.14    | 0.41%             | 2031-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                        | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    425000 | PA      | $371725.21    | 0.29%             | 2045-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPE                        | Plains All American Pipeline LP                                                 | CUSIP: 72650RBQ4<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    292000 | PA      | $304098.42    | 0.23%             | 2035-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                        | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    216000 | PA      | $218498.20    | 0.17%             | 2036-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PRIMO / TRITON WATER HLD                        | Primo Water Holdings Inc / Triton Water Holdings Inc                            | CUSIP: 74168RAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    523000 | PA      | $508818.39    | 0.39%             | 2029-04-30      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| PROLOGIS LP                                     | Prologis LP                                                                     | CUSIP: 74340XCH2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    420000 | PA      | $431155.55    | 0.33%             | 2034-01-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Provident Funding Mortgage Trust                | Provident Funding Mortgage Trust 2025-3                                         | CUSIP: 74388PAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    452006 | PA      | $454318.47    | 0.35%             | 2055-08-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                         | Public Service Electric and Gas Co                                              | CUSIP: 74456QCV6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    231000 | PA      | $226512.68    | 0.17%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                        | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                             | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    238000 | PA      | $226003.56    | 0.17%             | 2031-03-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                            | Raizen Fuels Finance SA                                                         | CUSIP: 75102XAF3<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    491000 | PA      | $412440.00    | 0.32%             | 2032-07-08      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| REGAL REXNORD CORP                              | Regal Rexnord Corp                                                              | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    248000 | PA      | $256546.81    | 0.20%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                              | Regal Rexnord Corp                                                              | CUSIP: 758750AN3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    490000 | PA      | $519332.53    | 0.40%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                              | Regal Rexnord Corp                                                              | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    323000 | PA      | $347430.08    | 0.27%             | 2033-04-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| RENTOKIL TERMINIX LLC                           | Rentokil Terminix Funding LLC                                                   | CUSIP: 760130AA2<br>LEI: 984500D5BAA7560EKJ44 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203464.87    | 0.16%             | 2030-04-28      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                           | Rio Tinto Finance USA PLC                                                       | CUSIP: 76720AAS5<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    216000 | PA      | $221905.68    | 0.17%             | 2030-03-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                  | Rocket Cos Inc                                                                  | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    162000 | PA      | $167456.02    | 0.13%             | 2030-08-01      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| ROCKET COS INC                                  | Rocket Cos Inc                                                                  | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    162000 | PA      | $168904.28    | 0.13%             | 2033-08-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                        | Rockies Express Pipeline LLC                                                    | CUSIP: 77340RAD9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    119000 | PA      | $129460.22    | 0.10%             | 2038-07-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                        | Rockies Express Pipeline LLC                                                    | CUSIP: 77340RAM9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |     92000 | PA      | $95106.56     | 0.07%             | 2040-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                        | Rockies Express Pipeline LLC                                                    | CUSIP: 77340RAR8<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    454000 | PA      | $453007.60    | 0.35%             | 2029-07-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                        | Rogers Communications Inc                                                       | CUSIP: 775109CJ8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    288000 | PA      | $246162.26    | 0.19%             | 2042-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                        | Rogers Communications Inc                                                       | CUSIP: 775109CK5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     63000 | PA      | $50133.87     | 0.04%             | 2052-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                         | Royal Caribbean Cruises Ltd                                                     | CUSIP: 780153BH4<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    566000 | PA      | $565924.72    | 0.44%             | 2026-07-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                         | Royal Caribbean Cruises Ltd                                                     | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    261000 | PA      | $268163.47    | 0.21%             | 2033-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                         | Royal Caribbean Cruises Ltd                                                     | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    207000 | PA      | $211619.58    | 0.16%             | 2031-09-30      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                         | Royal Caribbean Cruises Ltd                                                     | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    153000 | PA      | $153640.73    | 0.12%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SCIH SALT HOLDINGS INC                          | SCIH Salt Holdings Inc                                                          | CUSIP: 78433BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    579000 | PA      | $579140.70    | 0.45%             | 2028-05-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FI                        | SMBC Aviation Capital Finance DAC                                               | CUSIP: 78448TAL6<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |    525000 | PA      | $539339.11    | 0.42%             | 2029-04-03      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FI                        | SMBC Aviation Capital Finance DAC                                               | CUSIP: 78448TAP7<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |    364000 | PA      | $363460.27    | 0.28%             | 2035-11-26      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP                         | Sammons Financial Group Inc                                                     | CUSIP: 79588TAF7<br>LEI: 254900SHCOQLVJ21CT59 | Long             | DBT              | CORP              | US        |    358000 | PA      | $391997.95    | 0.30%             | 2034-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| SANDS CHINA LTD                                 | Sands China Ltd                                                                 | CUSIP: 80007RAQ8<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $378992.08    | 0.29%             | 2029-03-08      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| SANTOS FINANCE LTD                              | Santos Finance Ltd                                                              | CUSIP: 803014AB5<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |    417000 | PA      | $456098.34    | 0.35%             | 2033-09-19      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| SANTOS FINANCE LTD                              | Santos Finance Ltd                                                              | CUSIP: 803014AC3<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |    145000 | PA      | $144194.45    | 0.11%             | 2035-11-13      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                        | Saudi Government International Bond                                             | CUSIP: 80413TBJ7<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    397000 | PA      | $405429.30    | 0.31%             | 2028-01-13      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                             | Charles Schwab Corp/The                                                         | CUSIP: 808513CL7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    791000 | PA      | $785688.53    | 0.60%             | 2036-11-14      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                          | Sempra                                                                          | CUSIP: 816851BS7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    227000 | PA      | $233533.51    | 0.18%             | 2054-10-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTL                               | Service Corp International/US                                                   | CUSIP: 817565CH5<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    180000 | PA      | $183193.17    | 0.14%             | 2032-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                         | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                           | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    283000 | PA      | $292195.24    | 0.22%             | 2032-08-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| SIX FLAGS ENT/SIX FLAG                          | Six Flags Entertainment Corp /Six Flags Theme Parks Inc/ Canada's Wonderland Co | CUSIP: 83002YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    266000 | PA      | $268238.11    | 0.21%             | 2032-05-01      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                             | Southern California Edison Co                                                   | CUSIP: 842400FQ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    130000 | PA      | $113681.62    | 0.09%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SPIRE INC                                       | Spire Inc                                                                       | CUSIP: 84857LAD3<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |    550000 | PA      | $547265.30    | 0.42%             | 2056-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                               | Store Capital LLC                                                               | CUSIP: 862121AB6<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |    233000 | PA      | $232141.54    | 0.18%             | 2029-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                               | Store Capital LLC                                                               | CUSIP: 862121AD2<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |    591000 | PA      | $521940.79    | 0.40%             | 2031-12-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                    | Stryker Corp                                                                    | CUSIP: 863667BF7<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    480000 | PA      | $477161.23    | 0.37%             | 2034-09-11      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                        | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCE8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    854000 | PA      | $751031.97    | 0.58%             | 2031-01-12      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                       | Sunoco LP                                                                       | CUSIP: 86765KAL3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    532000 | PA      | $546798.40    | 0.42%             | 2032-08-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| SYSCO CORPORATION                               | Sysco Corp                                                                      | CUSIP: 871829BH9<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    320000 | PA      | $270898.09    | 0.21%             | 2048-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                | T-Mobile USA Inc                                                                | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    553000 | PA      | $412066.89    | 0.32%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                | T-Mobile USA Inc                                                                | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    204000 | PA      | $208172.11    | 0.16%             | 2033-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                            | Targa Resources Corp                                                            | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    220000 | PA      | $210619.12    | 0.16%             | 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        |    551000 | PA      | $470957.73    | 0.36%             | 2052-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                            | Targa Resources Corp                                                            | CUSIP: 87612KAC6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200811.89    | 0.15%             | 2052-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                        | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556DD1<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    476000 | PA      | $477517.07    | 0.37%             | 2032-10-07      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| 3650R Commercial Mortgage Trust                 | 3650R 2021-PF1 Commercial Mortgage Trust                                        | CUSIP: 88581EAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3767341 | PA      | $133288.53    | 0.10%             | 2054-11-15      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                           | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A2C5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    336000 | PA      | $336943.77    | 0.26%             | 2027-06-08      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                   | TransDigm Inc                                                                   | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    474000 | PA      | $496044.17    | 0.38%             | 2030-12-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                           | Truist Financial Corp                                                           | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    388000 | PA      | $418565.46    | 0.32%             | 2029-10-30      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                    | UBS Group AG                                                                    | CUSIP: 902613AA6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1128000 | PA      | $1080765.17   | 0.83%             | 2030-08-13      | Fixed         | 3.13%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG                                    | UBS Group AG                                                                    | CUSIP: 902613AD0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    300000 | PA      | $275120.28    | 0.21%             | 2031-02-10      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG                                    | UBS Group AG                                                                    | CUSIP: 902613BQ0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    492000 | PA      | $511604.87    | 0.39%             | 2036-05-09      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG                                    | UBS Group AG                                                                    | CUSIP: 902613BS6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    269000 | PA      | $274570.18    | 0.21%             | 2035-02-05      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| US FOODS INC                                    | US Foods Inc                                                                    | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    263000 | PA      | $267890.22    | 0.21%             | 2033-04-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| UNICREDIT SPA                                   | UniCredit SpA                                                                   | CUSIP: 904678AW9<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    201000 | PA      | $199146.94    | 0.15%             | 2027-06-03      | Fixed         | 1.98%                 | Yes           |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                           | Mexico Government International Bond                                            | CUSIP: 91087BBE9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    405000 | PA      | $416101.05    | 0.32%             | 2032-07-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                           | Mexico Government International Bond                                            | CUSIP: 91087BBF6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    400000 | PA      | $417400.00    | 0.32%             | 2038-01-29      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                          | U.S. Treasury Bonds                                                             | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    386000 | PA      | $384039.85    | 0.30%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                          | U.S. Treasury Bonds                                                             | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    127000 | PA      | $124797.34    | 0.10%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                          | U.S. Treasury Bonds                                                             | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    875000 | PA      | $898242.19    | 0.69%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                          | U.S. Treasury Bonds                                                             | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    253000 | PA      | $255450.94    | 0.20%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                          | U.S. Treasury Bonds                                                             | CUSIP: 912810UQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    398000 | PA      | $388920.63    | 0.30%             | 2045-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                          | U.S. Treasury Notes                                                             | CUSIP: 91282CPC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    367600 | PA      | $367226.66    | 0.28%             | 2028-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                          | UnitedHealth Group Inc                                                          | CUSIP: 91324PEQ1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    262000 | PA      | $273150.87    | 0.21%             | 2030-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                          | UnitedHealth Group Inc                                                          | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    335000 | PA      | $337795.49    | 0.26%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                          | UnitedHealth Group Inc                                                          | CUSIP: 91324PFK3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    348000 | PA      | $345415.37    | 0.27%             | 2044-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                           | Vale Overseas Ltd                                                               | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    198000 | PA      | $202059.00    | 0.16%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                           | Venture Global Plaquemines LNG LLC                                              | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    101000 | PA      | $103448.24    | 0.08%             | 2034-01-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                           | Venture Global Plaquemines LNG LLC                                              | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92186.13     | 0.07%             | 2036-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                        | Venture Global Calcasieu Pass LLC                                               | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    264000 | PA      | $240232.84    | 0.18%             | 2031-08-15      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                        | Venture Global Calcasieu Pass LLC                                               | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    140000 | PA      | $141738.12    | 0.11%             | 2030-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                          | Venture Global LNG Inc                                                          | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    326000 | PA      | $257452.21    | 0.20%             | 2029-09-30      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                          | VICI Properties LP / VICI Note Co Inc                                           | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    266000 | PA      | $265955.27    | 0.20%             | 2026-12-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| VIDEOTRON LTD                                   | Videotron Ltd                                                                   | CUSIP: 92660FAN4<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |    472000 | PA      | $459073.32    | 0.35%             | 2029-06-15      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| VIDEOTRON LTD                                   | Videotron Ltd                                                                   | CUSIP: 92660FAT1<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |    447000 | PA      | $456956.30    | 0.35%             | 2035-01-15      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| VIRGINIA POWER FUEL SEC                         | Virginia Power Fuel Securitization LLC                                          | CUSIP: 92808VAA0<br>LEI: 254900BELJ95ONW6U791 | Long             | DBT              | CORP              | US        |     82247 | PA      | $82794.75     | 0.06%             | 2027-05-01      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                              | Vodafone Group PLC                                                              | CUSIP: 92857WBY5<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    480000 | PA      | $459549.66    | 0.35%             | 2053-02-10      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                        | Volkswagen Group of America Finance LLC                                         | CUSIP: 928668CB6<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    252000 | PA      | $263973.50    | 0.20%             | 2028-11-16      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                        | Volkswagen Group of America Finance LLC                                         | CUSIP: 928668CV2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200578.00    | 0.15%             | 2027-09-11      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                             | Vulcan Materials Co                                                             | CUSIP: 929160AV1<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    322000 | PA      | $275486.35    | 0.21%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                             | Vulcan Materials Co                                                             | CUSIP: 929160AZ2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    141000 | PA      | $136585.02    | 0.11%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                             | Vulcan Materials Co                                                             | CUSIP: 929160BD0<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    235000 | PA      | $233978.85    | 0.18%             | 2054-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| WMG ACQUISITION CORP                            | WMG Acquisition Corp                                                            | CUSIP: 92933BAQ7<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |    323000 | PA      | $309795.74    | 0.24%             | 2030-07-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| WMG ACQUISITION CORP                            | WMG Acquisition Corp                                                            | CUSIP: 92933BAT1<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |    344000 | PA      | $331122.94    | 0.25%             | 2029-12-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                           | Wells Fargo & Co                                                                | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    127000 | PA      | $132134.88    | 0.10%             | 2034-04-24      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                           | Wells Fargo & Co                                                                | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    267000 | PA      | $276579.12    | 0.21%             | 2029-07-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                           | Wells Fargo & Co                                                                | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    356000 | PA      | $368645.10    | 0.28%             | 2031-01-24      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                          | Westinghouse Air Brake Technologies Corp                                        | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    233000 | PA      | $235854.44    | 0.18%             | 2028-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                          | Westinghouse Air Brake Technologies Corp                                        | CUSIP: 960386AR1<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    157000 | PA      | $164860.86    | 0.13%             | 2034-03-11      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                  | Wynn Macau Ltd                                                                  | CUSIP: 98313RAD8<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    256000 | PA      | $255747.32    | 0.20%             | 2027-10-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                          | XPLR Infrastructure Operating Partners LP                                       | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    274000 | PA      | $287598.89    | 0.22%             | 2031-01-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                          | XPLR Infrastructure Operating Partners LP                                       | CUSIP: 98380MAB1<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     59000 | PA      | $62068.84     | 0.05%             | 2033-03-15      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| XCEL ENERGY INC                                 | Xcel Energy Inc                                                                 | CUSIP: 98389BBB5<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    528000 | PA      | $544431.95    | 0.42%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                 | Xcel Energy Inc                                                                 | CUSIP: 98389BBE9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67311.85     | 0.05%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ADANI TRANS STEP-ONE LTD                        | Adani Transmission Step-One Ltd                                                 | CUSIP: 000000000<br>LEI: 335800Z8CGS7O7D72N41 | Long             | DBT              | CORP              | IN        |    415000 | PA      | $411729.42    | 0.32%             | 2026-08-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ADANI TRANS STEP-ONE LTD                        | Adani Transmission Step-One Ltd                                                 | CUSIP: 000000000<br>LEI: 335800Z8CGS7O7D72N41 | Long             | DBT              | CORP              | IN        |    140315 | PA      | $126261.36    | 0.10%             | 2036-05-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                          | US LONG BOND(CBT) MAR26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        33 | NC      | $-56844.81    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                          | US ULTRA BOND CBT MAR26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        17 | NC      | $-47877.47    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                          | US 5YR NOTE (CBT) MAR26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -6 | NC      | $3681.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                          | US 2YR NOTE (CBT) MAR26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        21 | NC      | $-3230.68     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                          | US 10YR ULTRA FUT MAR26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -7 | NC      | $6946.39      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gaci First Investment Co.                       | Gaci First Investment Co.                                                       | CUSIP: 000000000<br>LEI: 558600TU1PWGNLZ3XM88 | Long             | DBT              | CORP              | KY        |    250000 | PA      | $222466.67    | 0.17%             | 2053-02-14      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| MC BRAZIL DWNSTRM                               | MC Brazil Downstream Trading SARL                                               | CUSIP: 000000000<br>LEI: 213800T2A7R9TYNXZI63 | Long             | DBT              | CORP              | LU        |    449460 | PA      | $394158.65    | 0.30%             | 2031-06-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-21

**Name of Applicant:** MFS VARIABLE INSURANCE TRUST II

**Signature:** James Byrne

**Name of Signer:** James Byrne

**Title:** Assistant Treasurer